Fidelity Advisor Strategic Income M2024-07-31
Security Name % Net Assets Number Of Shares Market Value (USD)
10 Year Treasury Note Future Sept 24 8.01906 14,714 1,100,260,044
Fidelity Cash Central Fund 5.05923 725,720,573 694,154,669
United States Treasury Notes 1.125% 2.21082 339,517,000 303,337,220
Germany (Federal Republic Of) 2.6% 1.83157 225,360,000 251,302,360
United States Treasury Notes 1.875% 1.67097 242,560,000 229,266,574
United States Treasury Bonds 2.5% 1.16189 216,056,000 159,417,257
United States Treasury Notes 0.375% 1.08928 158,357,000 149,455,604
United States Treasury Notes 0.75% 0.94684 139,549,000 129,911,397
United States Treasury Notes 4.125% 0.94587 129,860,000 129,778,838
United States Treasury Bonds 3.625% 0.86416 135,066,000 118,567,249
Euro Bund Future Sept 24 0.82172 779 112,744,119
United States Treasury Bonds 3% 0.73391 128,820,000 100,695,978
United States Treasury Notes 4.25% 0.65556 89,660,000 89,947,192
United States Treasury Bonds 2% 0.61572 136,164,000 84,480,188
United States Treasury Bonds 4.75% 0.57692 74,200,000 79,156,328
United States Treasury Notes 2.75% 0.55703 83,642,000 76,427,878
United States Treasury Bonds 2.25% 0.55412 115,400,000 76,028,765
NVIDIA Corp 0.53390 626,000 73,254,520
United Kingdom of Great Britain and Northern Ireland 3.25% 0.53307 59,800,000 73,139,722
TransDigm, Inc. 5.5% 0.48918 68,140,000 67,117,900
United States Treasury Notes 4% 0.44490 61,280,000 61,043,019
Bank of America Corp. 5.875% 0.43463 60,475,000 59,633,131
Ally Financial Inc. 8% 0.42113 51,348,000 57,781,155
United States Treasury Bonds 4.375% 0.40928 56,431,000 56,155,458
United States Treasury Bonds 4.25% 0.39357 54,910,000 54,000,553
United States Treasury Bonds 4.125% 0.39132 55,829,000 53,691,796
United States Treasury Notes 4.25% 0.38099 52,462,000 52,273,572
Us Lbm Term B 1ln 06/06/31 0.37115 53,945,172 50,923,751
United States Treasury Notes 3.875% 0.37072 51,100,000 50,865,165
United States Treasury Notes 3.5% 0.34555 49,310,000 47,410,795
Federal Home Loan Mortgage Corp. 2.525% 0.33886 48,300,000 46,493,633
EG Global Finance PLC 12% 0.33251 43,810,000 45,622,674
Tibco Software Inc 6.5% 0.33209 46,745,000 45,564,559
United States Treasury Notes 1% 0.31900 49,141,000 43,768,123
United States Treasury Notes 0.75% 0.31611 46,052,000 43,371,630
United States Treasury Notes 4.25% 0.31578 42,740,000 43,326,940
NOVOLEX TERM 1LN 04/13/29 0.29138 47,131,992 39,979,562
Japan (Government Of) 0.7% 0.29017 8,000,000,000 39,812,477
Meta Platforms Inc Class A 0.28136 81,300 38,603,679
United States Treasury Notes 1.5% 0.28018 40,989,000 38,441,598
UKG TERM B 1LN 02/10/31 0.27928 45,269,902 38,319,113
United States Treasury Notes 2.875% 0.27834 41,320,000 38,189,777
FREMF MORTGAGE TRUST 2.5% 0.27638 39,000,000 37,920,968
United States Treasury Notes 2.5% 0.27584 38,997,000 37,846,893
PROOFPOINT TERM B 1LN 08/31/28 0.27553 40,382,450 37,804,872
United States Treasury Notes 1.75% 0.27474 41,434,000 37,695,229
Wells Fargo & Co. 5.875% 0.26693 36,775,000 36,623,811
United States Treasury Notes 4.25% 0.26518 35,790,000 36,384,170
Citigroup Inc. 5% 0.26495 36,455,000 36,353,079
United States Treasury Notes 4.125% 0.26135 35,544,000 35,858,178
United States Treasury Notes 3.625% 0.25580 35,540,000 35,097,797
ASR Nederland N.V. 7% 0.25396 27,852,000 34,845,408
Federal Home Loan Mortgage Corp. 2.995% 0.25219 35,492,916 34,602,122
United States Treasury Notes 1.25% 0.25008 38,280,000 34,312,936
United States Treasury Notes 3.625% 0.24826 34,500,000 34,062,012
United States Treasury Notes 4.5% 0.24669 33,798,000 33,846,849
OneMain Financial Corporation 7.125% 0.24389 32,900,000 33,463,051
United States Treasury Notes 4.625% 0.24088 32,750,000 33,050,635
United States Treasury Notes 4.375% 0.24087 32,510,000 33,048,447
United States Treasury Bonds 2.875% 0.23805 43,234,000 32,662,171
Uber Technologies Inc 7.5% 0.23483 31,625,000 32,220,180
United States Treasury Notes 4.125% 0.23428 31,870,000 32,143,883
United States Treasury Notes 1.25% 0.23097 33,922,000 31,690,568
United States Treasury Notes 3.625% 0.22429 31,326,000 30,773,348
Goldman Sachs Group, Inc. 8.46118% 0.21816 29,914,000 29,933,115
Australia (Commonwealth of) 1.75% 0.21815 81,080,000 29,931,089
Altice France S.A 5.125% 0.21509 44,835,000 29,511,670
Uber Technologies Inc 8% 0.21350 29,170,000 29,293,127
DISH Network Corporation 11.75% 0.21343 31,060,000 29,283,624
Petroleos Mexicanos 7.69% 0.21289 39,799,000 29,209,829
Argentina (Republic Of) 0.75% 0.20682 52,619,815 28,377,362
Germany (Federal Republic Of) 2.4% 0.20569 25,900,000 28,221,615
United States Treasury Notes 3.125% 0.20383 28,930,000 27,966,043
United States Treasury Notes 4.125% 0.20326 27,677,000 27,888,902
Germany (Federal Republic Of) 2.2% 0.20145 25,640,000 27,640,669
United States Treasury Notes 4.875% 0.19730 25,780,000 27,070,007
Wolfspeed Inc. 1.875% 0.18729 51,247,000 25,697,249
Federal Home Loan Mortgage Corp. 3.151% 0.18659 26,167,409 25,601,055
Microsoft Corp 0.18447 60,500 25,310,175
Carnival Corporation 4% 0.18316 26,560,000 25,129,967
BP Capital Markets B.V 4.323% 0.18142 21,714,000 24,891,194
United States Treasury Notes 4.375% 0.18012 24,163,000 24,713,275
C&W Senior Finance Ltd. 6.875% 0.17642 24,805,000 24,205,330
Eg Group Term Bc 1ln 02/07/28 0.17407 27,738,640 23,883,607
Apollo Global Management Inc Class A 0.17307 189,500 23,746,245
United States Treasury Notes 4% 0.17103 23,420,000 23,465,742
Bouygues SA 5.375% 0.17080 18,400,000 23,434,912
Brand Industrial Services Inc. 10.375% 0.16913 21,435,000 23,205,447
Prologis International Funding II SA 3.125% 0.16883 22,000,000 23,164,059
CVR Energy Inc. 5.75% 0.16837 24,505,000 23,101,983
Arthur J. Gallagher & Co 0.16798 81,300 23,047,737
Constellation Energy Corp 0.16697 120,700 22,908,860
Vistra Corp 0.16588 287,300 22,759,906
TransDigm, Inc. 6.875% 0.16470 21,975,000 22,598,233
Neptune BidCo US Inc. 9.29% 0.16402 23,495,000 22,504,631
United States Treasury Notes 2.625% 0.16368 23,875,000 22,458,354
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Al 0.16310 23,423,000 22,378,576
United States Treasury Notes 0.625% 0.16283 24,000,000 22,340,625
ENVU TERM 1LN 10/04/2029 0.16244 25,522,997 22,287,858
United States Treasury Notes 4.625% 0.16155 21,630,000 22,165,680
Visa Inc Class A 0.16013 82,700 21,970,909
Permian Resources Corp Class A 0.15898 1,422,000 21,813,480
Germany (Federal Republic Of) 1.8% 0.15539 23,070,000 21,319,705
Altice France S.A 5.5% 0.15518 31,100,000 21,292,216
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.88643% 0.15451 21,199,317 21,199,233
Credit Agricole S.A. 5.5% 0.15425 18,600,000 21,163,981
Federal Home Loan Mortgage Corp. 2.811% 0.15371 21,353,672 21,090,226
1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. 4% 0.15271 23,490,000 20,952,482
Clydesdale Acquisition Holdings Inc. 8.75% 0.15157 21,190,000 20,795,864
Volkswagen International Finance N.V. 4.375% 0.15017 20,600,000 20,604,282
United States Treasury Notes 3.5% 0.14719 20,540,000 20,195,795
Tenet Healthcare Corporation 6.25% 0.14644 20,050,000 20,091,907
Deutsche Bank AG 4% 0.14614 18,700,000 20,051,196
Barclays PLC 4.506% 0.14522 17,677,000 19,924,483
NatWest Group PLC 5.763% 0.14485 17,280,000 19,874,186
Federal Home Loan Mortgage Corp. 3.308% 0.14461 20,226,000 19,841,767
GREAT OUTDOORS TM B2 1LN 03/28 0.14396 38,651,776 19,752,174
Bank of America Corp. 6.25% 0.14391 21,075,000 19,745,724
Banco Santander, S.A. 5.75% 0.14278 17,100,000 19,589,936
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc 6.75% 0.14218 19,655,000 19,507,527
United States Treasury Notes 4% 0.14100 19,300,000 19,345,988
ON Semiconductor Corp 0.14092 247,091 19,334,871
NRG Energy, Inc. 5.75% 0.14016 19,350,000 19,230,094
CVR Energy Inc. 8.5% 0.13887 18,735,000 19,054,038
Federal Home Loan Mortgage Corp. 2.673% 0.13810 19,600,000 18,948,292
TopBuild Corp 0.13777 39,500 18,902,330
Ally Financial Inc. 8% 0.13648 16,761,000 18,726,341
JPMorgan Chase & Co. 0% 0.13611 18,675,000 18,675,000
JPMorgan Chase & Co. 4% 0.13609 19,100,000 18,672,110
COTIVITI TM B 1LN 05/01/31 0.13572 21,471,188 18,621,590
BMC SOFTWARE TM B 1LN 12/29/28 0.13501 18,616,990 18,523,719
HUB International Ltd. 7.25% 0.13474 17,925,000 18,487,469
Eaton Corp PLC 0.13440 60,500 18,439,795
GOLDEN NUGGET TM B 1LN 01/29 0.13352 23,631,185 18,320,254
Energie Baden-Wurttemberg International Finance 4.3% 0.13350 16,104,000 18,316,629
CRH Smw Finance DAC 4.25% 0.13328 16,057,000 18,286,133
Sable International Finance Limited 5.75% 0.13286 18,656,000 18,229,250
MPT Operating Partnership LP / MPT Finance Corporation 5% 0.13265 23,410,000 18,199,737
ATHENAHEALTH TM B 1LN 02/15/29 0.13092 22,689,761 17,963,089
Mcafee Term B 1ln 03/01/29 0.13030 21,853,583 17,877,758
Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation 5.25% 0.13026 18,665,000 17,871,738
Univision Communications Inc. 7.375% 0.12964 18,475,000 17,787,401
Amazon.com Inc 0.12960 95,100 17,781,798
Pike Corporation 5.5% 0.12950 18,325,000 17,768,501
Royal Caribbean Group 9.25% 0.12862 16,510,000 17,647,655
United States Treasury Notes 2.75% 0.12804 18,541,000 17,567,598
BRANDSAFWAY TM B 1LN 08/01/30 0.12640 20,773,560 17,342,173
Federal Home Loan Mortgage Corp. 3.75% 0.12630 17,587,508 17,328,539
Vistra Operations Co LLC 5.625% 0.12624 17,455,000 17,320,909
VEEAM SOFTWARE TM B 1LN 04/31 0.12562 18,322,306 17,235,710
Crown Cork & Seal Company, Inc. 7.375% 0.12558 16,535,000 17,230,032
Suez SA 2.375% 0.12497 16,800,000 17,146,787
Energy Transfer LP 6.625% 0.12219 17,100,000 16,765,025
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc 6.75% 0.12016 16,406,000 16,487,243
Southern Natural Gas Company 7.35% 0.11892 14,890,000 16,316,287
Pemex Project Funding Master Trust 6.625% 0.11850 21,045,000 16,259,116
United States Treasury Notes 1.125% 0.11783 17,300,000 16,166,715
United States Treasury Bonds 3% 0.11767 20,100,000 16,144,383
United States Treasury Notes 3.875% 0.11590 16,114,000 15,902,504
HUNTER DOUGLAS TM B 1LN 02/29 0.11580 21,892,941 15,888,120
HUB International Ltd. 5.625% 0.11526 16,470,000 15,814,293
Adobe Inc 0.11484 28,564 15,757,331
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc. 4.625% 0.11447 21,990,000 15,705,412
EUC TERM 1LN 07/01/2031 0.11429 19,975,000 15,681,866
OneMain Holdings Inc 0.11392 299,100 15,630,966
Comfort Systems USA Inc 0.11363 46,900 15,590,498
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 3.7% 0.11360 15,780,761 15,586,544
Corecivic Inc 8.25% 0.11322 14,760,000 15,534,353
Mesquite Engy 0.11294 185,122 15,496,541
BYD Co Ltd Class H 0.11274 522,500 15,468,496
PBF Holding Company LLC and PBF Finance Corp. 6% 0.11267 15,760,000 15,459,370
Olympus Water US Holding Corp. 9.75% 0.11265 15,161,000 15,456,159
BASF SE 4.25% 0.11260 13,500,000 15,449,670
MEDLINE TERM B 1LN 10/23/2028 0.11255 20,905,027 15,442,831
KLA Corp 0.11218 18,700 15,391,409
DISH Network Corporation 3.375% 0.11058 24,978,000 15,171,828
Abu Dhabi (Emirate of) 3.125% 0.11036 21,570,000 15,142,415
Lam Research Corp 0.11011 16,400 15,108,336
United States Treasury Notes 4.125% 0.10989 15,000,000 15,077,930
Vertiv Holdings Co Class A 0.10761 187,600 14,764,120
Federal National Mortgage Association 5% 0.10694 15,006,702 14,673,274
National Grid PLC 4.275% 0.10694 13,049,000 14,672,245
UBS Group AG 4.75% 0.10675 12,713,000 14,646,765
Crocs Inc 0.10645 108,700 14,606,019
Federal Home Loan Mortgage Corp. 3.062% 0.10627 14,726,521 14,580,833
Davita Inc 4.625% 0.10579 15,850,000 14,514,641
United States Treasury Notes 3.75% 0.10559 14,654,000 14,487,709
INTERNET BRANDS TM B 1LN 05/28 0.10549 20,848,255 14,474,260
Acrisure Term B6 1ln 11/06/30 0.10479 23,835,872 14,377,348
Fidelity Private Cr Co (Unit) 0.10473 2,858,271 14,369,087
Federal National Mortgage Association 4.5% 0.10461 14,757,722 14,352,418
Argentina (Republic Of) 4.125% 0.10350 34,047,842 14,201,111
United Air Lines, Inc. 4.375% 0.10346 14,560,000 14,195,815
Comstock Resources, Inc. 5.875% 0.10284 15,170,000 14,110,712
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc. 6.75% 0.10272 15,885,000 14,094,379
CITGO Petroleum Corporation 7% 0.10270 14,630,000 14,090,460
United States Treasury Notes 3.875% 0.10234 14,110,000 14,041,104
Tenet Healthcare Corporation 6.125% 0.10198 13,945,000 13,992,371
Iron Mountain Inc. 4.875% 0.10160 14,590,000 13,940,061
Federal National Mortgage Association 2% 0.10157 15,931,127 13,936,389
Kosmos Energy Ltd 7.125% 0.10154 14,130,000 13,932,179
Authentic Bran Tm B1 1ln 12/28 0.10083 19,414,240 13,833,959
Cheniere Energy Inc 0.10037 75,400 13,771,056
Truist Insurance Tm 2l 03/32 0.10008 15,775,000 13,731,783
NN Group N.V. 6% 0.09948 11,341,000 13,649,886
AAdvantage Loyalty IP Ltd/ American Airlines Inc 5.75% 0.09878 13,870,000 13,553,818
GAINWELL TERM B 1LN 10/1/27 0.09871 21,087,410 13,543,870
Vistra Operations Co LLC 5% 0.09848 13,800,000 13,512,142
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Al 0.09804 13,797,000 13,451,430
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 3.334% 0.09772 13,655,850 13,407,249
JPMorgan Chase & Co. 4.6% 0.09682 13,385,000 13,284,361
PG&E Corporation 5% 0.09679 13,615,000 13,280,167
Mapfre SA 2.875% 0.09670 12,900,000 13,267,356
Brazil (Federative Republic) 8.25% 0.09656 11,540,000 13,249,060
Eagle Materials Inc 0.09645 48,600 13,233,780
Royal Caribbean Group 8.25% 0.09638 12,500,000 13,223,662
Saudi Arabian Oil Company 4.25% 0.09575 14,945,000 13,137,769
United States Treasury Notes 0.375% 0.09533 13,900,000 13,080,117
TransDigm, Inc. 6.75% 0.09474 12,760,000 12,999,250
Federal Home Loan Mortgage Corp. 3.5% 0.09454 14,179,316 12,971,762
Anheuser-Busch InBev N.V./S.A. 3.95% 0.09371 11,708,000 12,857,130
SM Energy Co. 6.625% 0.09362 12,830,000 12,844,917
Mastercard Inc Class A 0.09328 27,600 12,798,396
Acrisure Llc / Acrisure Fin Inc 8.25% 0.09273 12,510,000 12,723,020
Federal Home Loan Mortgage Corp. 1% 0.09246 13,520,051 12,686,391
Federal Home Loan Mortgage Corp. 3.329% 0.09241 12,868,817 12,678,662
Germany (Federal Republic Of) 2.1% 0.09233 11,760,000 12,668,178
Saudi Arabian Oil Company 3.5% 0.09188 13,480,000 12,606,303
NCR Voyix Corporation 5.25% 0.09142 13,370,000 12,543,860
CITGO Petroleum Corporation 8.375% 0.09136 12,030,000 12,534,923
Barclays PLC 5.262% 0.09120 10,548,000 12,513,613
Vici Properties Inc 4.25% 0.09116 12,995,000 12,508,011
Smyrna Ready Mix Concrete LLC 8.875% 0.09021 12,175,000 12,377,294
Federal Home Loan Mortgage Corp. 2.862% 0.08970 12,715,277 12,307,775
United States Treasury Bonds 3.25% 0.08958 14,357,000 12,290,806
Energy Transfer LP 5.5% 0.08917 12,065,000 12,234,537
Uber Technologies Inc 4.5% 0.08905 12,675,000 12,217,582
CQP Holdco LP & Bip-V Chinook Holdco LLC 5.5% 0.08888 12,715,000 12,195,437
Coinbase Global Inc 3.375% 0.08841 13,780,000 12,130,743
DISH Network Corporation 0% 0.08800 16,561,000 12,074,438
Federal Home Loan Mortgage Corp. 2.653% 0.08755 12,500,000 12,012,129
Bausch Health Companies Inc. 6.125% 0.08694 14,026,000 11,928,131
Arista Networks Inc 0.08638 34,200 11,852,010
Frontier Communications Parent Inc 5% 0.08636 12,890,000 11,849,480
Dominican Republic 4.875% 0.08634 12,965,000 11,845,847
LCPR Senior Secured Financing Designated Activity Company 5.125% 0.08609 14,315,000 11,812,155
United States Treasury Notes 2.125% 0.08584 12,033,000 11,777,957
EIG Pearl Holdings S.a r.l. 3.545% 0.08553 13,705,000 11,735,843
Carrier Global Corporation 4.5% 0.08551 10,150,000 11,732,751
Energy Transfer LP 7.125% 0.08517 11,723,000 11,685,634
CSC SERVICEWORKS TM B 1LN 2/28 0.08459 20,283,604 11,606,639
Federal Home Loan Mortgage Corp. 2.5% 0.08458 13,139,461 11,604,655
Post Holdings Inc. 5.5% 0.08443 11,940,000 11,584,102
Federal Home Loan Mortgage Corp. 2.5% 0.08420 13,079,975 11,552,117
Venture Global Calcasieu Pass LLC 6.25% 0.08353 11,160,000 11,461,342
Tkc Holdings Term 1ln 05/28 0.08347 11,481,102 11,452,399
Private Export Funding Corp. 1.75% 0.08306 11,520,000 11,396,744
Bayer AG 7% 0.08305 10,100,000 11,395,281
Qatar (State of) 4.4% 0.08304 12,865,000 11,393,480
Parker Hannifin Corp 0.08303 20,300 11,391,548
Artera Services LLC 8.5% 0.08265 11,060,000 11,339,442
Federal Home Loan Mortgage Corp. 2% 0.08223 12,480,782 11,282,330
Indonesia (Republic of) 8.5% 0.08218 8,850,000 11,275,207
Electricite de France SA 4.75% 0.08183 9,900,000 11,227,540
Trane Technologies PLC Class A 0.08162 33,500 11,198,380
Mineral Resources Ltd. 8.125% 0.08143 11,025,000 11,172,834
Federal Home Loan Mortgage Corp. 2.77% 0.08103 11,355,194 11,118,117
Carlisle Companies Inc 0.08084 26,500 11,092,370
Qatar Energy 2.25% 0.08079 13,045,000 11,085,277
SELP Finance S.a r.l. 3.75% 0.08064 10,184,000 11,063,875
Electricite de France SA 4.625% 0.08051 9,900,000 11,046,902
RWE AG 4.125% 0.08044 9,787,000 11,036,596
Federal Home Loan Mortgage Corp. 2% 0.08041 12,841,437 11,032,450
United States Treasury Notes 4.625% 0.08036 10,990,000 11,025,202
Post Holdings Inc. 4.5% 0.08027 12,110,000 11,013,048
Carnival Corporation 7.625% 0.08022 11,215,000 11,007,241
NIELSEN HLDINGS TM B 1LN 04/29 0.08022 16,224,625 11,007,155
Turkey (Republic of) 9.875% 0.07994 9,925,000 10,967,897
WillScot Holdings Corp Ordinary Shares - Class A 0.07979 267,000 10,947,000
Southern Natural Gas Company 8% 0.07940 9,400,000 10,894,324
Dick's Sporting Goods Inc 0.07916 50,200 10,860,770
Chile (Republic Of) 2.45% 0.07895 12,490,000 10,831,751
Tenet Healthcare Corporation 5.125% 0.07842 10,955,000 10,760,096
Hilton Domestic Operating Co Inc. 4.875% 0.07769 11,025,000 10,659,534
Transocean Inc. 8.75% 0.07703 10,062,000 10,569,477
Antero Midstream Partners LP / Antero Midstream Finance Corp 5.75% 0.07703 10,640,000 10,568,445
Indonesia (Republic of) 7.75% 0.07653 8,515,000 10,500,683
Vistra Operations Co LLC 4.375% 0.07641 11,110,000 10,483,619
Elastic NV 4.125% 0.07615 11,340,000 10,447,743
Engie SA 4.25% 0.07611 9,500,000 10,442,927
SOLERA TERM B 1LN 6/2/28 0.07560 17,777,841 10,373,140
Turkey (Republic of) 4.75% 0.07510 10,535,000 10,304,068
Endeavor Energy Resources LP and EER Finance Inc. 5.75% 0.07466 10,149,000 10,243,995
Voc Escrow Ltd 5% 0.07446 10,470,000 10,216,327
Oracle Corp 0.07419 73,000 10,179,850
Air Products & Chemicals, Inc. 4% 0.07351 8,899,000 10,086,067
United States Treasury Bonds 3.625% 0.07333 11,450,000 10,061,688
Graphic Packaging Holding Co 0.07294 332,500 10,008,250
Southern Gas Corridor 6.875% 0.07291 9,935,000 10,003,385
Altice Financing S.A. 5.75% 0.07287 14,480,000 9,998,674
Seagate HDD Cayman 8.25% 0.07224 9,200,000 9,911,298
CONNECTWISE TERM B 1LN 9/30/28 0.07224 11,963,877 9,912,221
Petroleos Mexicanos 6.7% 0.07207 11,627,000 9,888,709
Vistra Operations Co LLC 5.5% 0.07204 9,975,000 9,884,759
KeHE Distributors, LLC / keHE Finance Corp. 9% 0.07199 9,625,000 9,877,849
Microstrategy Incorporated 6.125% 0.07179 9,960,000 9,850,366
Greensaif Pipelines Bidco S.a r.l. 6.129% 0.07154 9,650,000 9,815,333
Oman (Sultanate Of) 6.75% 0.07145 9,450,000 9,803,739
Qatar (State of) 5.103% 0.07138 9,945,000 9,793,344
Qatar Energy 3.125% 0.07118 12,920,000 9,766,736
VZ Secured Financing BV 5% 0.07108 11,130,000 9,753,008
EMCOR Group Inc 0.07060 25,800 9,686,352
GEO Group Inc 8.625% 0.07033 9,425,000 9,650,355
Ecopetrol S.A. 8.875% 0.07030 9,290,000 9,645,905
Salesforce Inc 0.07017 37,200 9,627,360
Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation 6.25% 0.06996 9,630,000 9,599,031
Oman (Sultanate Of) 5.625% 0.06989 9,545,000 9,589,873
Organon & Co 4.125% 0.06984 10,200,000 9,583,099
LSB Industries Inc 6.25% 0.06892 9,723,000 9,456,284
Community Health Systems Incorporated 4.75% 0.06852 11,430,000 9,401,072
SBA Communications Corp. 3.875% 0.06821 9,720,000 9,358,399
Carnival Holdings Bermuda Ltd. 10.375% 0.06819 8,655,000 9,356,414
Truist Insurance Holdings LLC & Panther Co-Issuer Inc. 7.125% 0.06817 9,115,000 9,352,993
Citigroup Inc. 4.7% 0.06812 10,200,000 9,346,719
Coinbase Global Inc Ordinary Shares - Class A 0.06770 41,400 9,288,504
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 3.01% 0.06751 9,446,992 9,262,373
American Airlines, Inc. 7.25% 0.06743 9,260,000 9,252,130
Community Health Systems Incorporated 10.875% 0.06711 8,565,000 9,207,249
Samarco Mineracao SA 9% 0.06709 9,960,274 9,205,413
Turkey (Republic of) 9.375% 0.06695 8,105,000 9,186,572
H&E Equipment Services, Inc. 3.875% 0.06686 10,040,000 9,173,925
Compass Minerals International Inc. 6.75% 0.06679 9,315,000 9,164,544
Saudi Arabian Oil Company 2.25% 0.06669 10,775,000 9,149,576
American Airlines, Inc. 8.5% 0.06659 8,875,000 9,136,910
Cleveland-Cliffs Inc 6.75% 0.06630 9,035,000 9,096,403
Hess Midstream Operations LP 5.625% 0.06625 9,140,000 9,089,599
TKC Holdings Inc. 6.875% 0.06619 9,328,000 9,081,979
ASURION TERM B4 2LN 01/20/29 0.06607 20,000,000 9,065,675
Indonesia (Republic of) 5.125% 0.06571 9,205,000 9,015,848
Enlink Midstream LLC 6.5% 0.06558 8,635,000 8,998,256
Galaxy Pipeline Assets Bidco Ltd. 2.625% 0.06540 10,925,000 8,973,847
Bath & Body Works Inc 6.75% 0.06508 8,920,000 8,929,375
Fiserv Inc 0.06450 54,100 8,849,137
United States Treasury Notes 4.125% 0.06431 8,800,000 8,823,375
UBS Group AG 4.125% 0.06430 7,926,000 8,822,624
Covanta Holding Corporation 4.875% 0.06426 9,642,000 8,816,998
United States Treasury Bills 0% 0.06421 8,810,000 8,810,000
Telenet Finance Luxembourg Notes S.A.R.L 5.5% 0.06404 9,200,000 8,786,000
TransDigm, Inc. 4.625% 0.06403 9,290,000 8,785,532
NEXTracker Inc Ordinary Shares - Class A 0.06371 177,900 8,742,006
Tri Pointe Homes Inc 5.7% 0.06335 8,715,000 8,691,754
PG&E Corp 0.06331 475,968 8,686,416
Teva Pharmaceutical Finance Netherlands III B.V. 7.875% 0.06321 8,045,000 8,672,301
Cable Onda, S.A. 4.5% 0.06314 9,720,000 8,662,799
Enfragen Energia Sur S A U / Prime Energia S P A / Enfragen Spain S A U 5.3 0.06300 10,370,000 8,644,040
Ivory Coast (Republic Of) 5.875% 0.06299 8,785,000 8,642,383
Mc Brazil Downstream Trading Sarl 7.25% 0.06269 9,334,551 8,601,506
Fortune Brands Innovations Inc 0.06267 106,400 8,598,184
CEMEX S.A.B. de C.V. 5.125% 0.06265 8,855,000 8,595,794
VMED O2 UK Financing I PLC 4.75% 0.06213 9,930,000 8,525,254
Sasol Financing USA LLC 4.375% 0.06191 8,935,000 8,494,035
McDonald's Corporation 4.25% 0.06188 7,433,000 8,490,368
CITADEL TM B 1LN 07/29/30 0.06171 11,750,609 8,466,835
PBF Holding Company LLC and PBF Finance Corp. 7.875% 0.06148 8,145,000 8,435,727
Qatar (State of) 4.817% 0.06140 8,905,000 8,424,987
Tullow Oil PLC 10.25% 0.06125 8,745,000 8,404,484
Federal Home Loan Mortgage Corp. 2.282% 0.06075 8,700,000 8,335,882
TransDigm, Inc. 6.375% 0.06050 8,150,000 8,301,595
nVent Electric PLC 0.06035 114,000 8,279,820
Ca Magnum Holdings 5.375% 0.06022 8,595,000 8,262,927
Federal Home Loan Mortgage Corp. 2.5% 0.06017 9,388,249 8,255,150
Australia (Commonwealth of) 1.75% 0.06016 15,000,000 8,253,765
United Air Lines, Inc. 4.625% 0.06010 8,725,000 8,245,462
Taiwan Semiconductor Manufacturing Co Ltd ADR 0.06006 49,700 8,240,260
Crown Cork & Seal Company, Inc. 7.5% 0.06001 7,695,000 8,233,650
Organon & Co 5.125% 0.05963 8,890,000 8,181,438
Booking Holdings Inc 0.05957 2,200 8,173,022
Airbnb Inc Ordinary Shares - Class A 0.05950 58,500 8,164,260
CARNIVAL TERM B 1LN 10/18/2028 0.05939 10,761,850 8,148,480
Federal Home Loan Mortgage Corp. 3.208% 0.05908 8,300,000 8,106,452
Uniti Group LP/Uniti Fiber Holdings Inc/Uniti Group Finance 2019 Inc/CSL Ca 0.05885 9,350,000 8,074,937
Turkey (Republic of) 4.25% 0.05858 8,290,000 8,036,955
United States Treasury Notes 1.375% 0.05842 8,911,000 8,015,723
ASML Holding NV ADR 0.05803 8,500 7,961,950
MPT Operating Partnership LP / MPT Finance Corporation 4.625% 0.05792 10,950,000 7,946,791
Community Health Systems Incorporated 6.125% 0.05765 10,425,000 7,910,508
Chart Industries Inc 7.5% 0.05750 7,750,000 7,888,903
Comstock Resources, Inc. 6.75% 0.05727 8,110,000 7,857,612
Qatar Energy 1.375% 0.05725 8,475,000 7,854,346
Mexico (United Mexican States) 5.75% 0.05682 9,315,000 7,795,992
Argentina (Republic Of) 5% 0.05677 16,906,530 7,789,427
Federal National Mortgage Association 3% 0.05661 8,273,908 7,767,226
Veritas US Inc / Veritas Bermuda Ltd 7.5% 0.05659 8,925,000 7,764,750
E.ON SE 4.125% 0.05656 7,017,000 7,760,888
First Quantum Minerals Ltd. 8.625% 0.05638 7,775,000 7,736,125
Nigeria (Federal Republic of) 6.125% 0.05623 8,805,000 7,715,549
Angola (Republic of) 9.5% 0.05589 7,565,000 7,668,953
SA Global Sukuk Ltd. 1.602% 0.05583 8,175,000 7,660,433
Federal National Mortgage Association 2% 0.05564 8,866,596 7,634,174
Boyd Gaming Corp 0.05492 123,800 7,535,706
CQP Holdco LP & Bip-V Chinook Holdco LLC 7.5% 0.05481 7,110,000 7,519,948
Acrisure Term B1 1ln 02/16/27 0.05446 7,483,743 7,471,844
LBM Acquisition LLC 6.25% 0.05419 8,415,000 7,434,912
Qlik Term B 1ln 10/28/30 0.05418 9,441,338 7,434,186
Williams-Sonoma Inc 0.05411 48,000 7,424,640
Howard Midstream Energy Partners Llc 8.875% 0.05404 6,965,000 7,413,955
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 3.136% 0.05402 7,468,320 7,412,437
AECOM 5.125% 0.05393 7,490,000 7,400,077
TV Azteca SAB De CV 8.25% 0.05387 19,500,000 7,391,708
JD.com Inc. 3.375% 0.05356 7,905,000 7,348,287
Alphabet Inc Class A 0.05326 42,600 7,307,604
Federal National Mortgage Association 2% 0.05326 8,363,481 7,307,284
Nustar Logistics, L.P. 6% 0.05315 7,285,000 7,292,614
Videotron LTD/ Videotron LTEE 5.125% 0.05307 7,325,000 7,281,440
Mexico (United Mexican States) 6.05% 0.05300 7,390,000 7,272,238
WR GRACE TERM B 1LN 09/22/2028 0.05288 7,835,324 7,256,020
Covanta Holding Corporation 5% 0.05285 8,005,000 7,250,751
Community Health Systems Incorporated 5.25% 0.05279 8,305,000 7,242,567
Dominican Republic 6.875% 0.05272 7,160,000 7,233,818
United States Treasury Bills 0% 0.05267 7,300,000 7,226,686
Alcoa Nederland Holding B.V. 4.125% 0.05266 7,735,000 7,224,902
Tempur Sealy International Inc 4% 0.05263 7,905,000 7,220,473
Pike Corporation 8.625% 0.05259 6,710,000 7,215,471
Banco Mercantile del Norte SA Grand Cayman Branch 7.625% 0.05255 7,260,000 7,209,489
Altice France S.A 5.5% 0.05245 9,830,000 7,196,563
Eskom Holdings SOC Limited 7.125% 0.05220 7,180,000 7,162,276
Uruguay (Republic Of) 5.1% 0.05213 7,425,000 7,152,066
Saudi Arabia (Kingdom of) 3.45% 0.05207 10,930,000 7,144,884
Bellring Brands Inc. 7% 0.05201 6,925,000 7,136,358
Hilcorp Energy I L.P/Hilcorp Finance Co 6.25% 0.05195 7,130,000 7,128,177
Egypt (Arab Republic of) 7.5% 0.05176 7,330,000 7,101,688
The Chemours Co 0.05175 293,779 7,100,638
Sitio Royalties Operating Partnership LP/Sitio Fin Corp 7.875% 0.05167 6,775,000 7,088,933
Enel S.p.A. 6.625% 0.05141 5,957,000 7,053,751
Vici Properties Inc 4.625% 0.05136 7,420,000 7,046,783
Turkey (Republic of) 6% 0.05118 8,310,000 7,022,749
Broadstreet Partners Inc 5.875% 0.05103 7,265,000 7,001,742
United States Treasury Notes 2.375% 0.05100 7,500,000 6,997,266
Brinks Company 4.625% 0.05087 7,200,000 6,979,887
Colombia (Republic Of) 3% 0.05084 8,400,000 6,975,737
GEO Group Inc 10.25% 0.05082 6,505,000 6,973,050
Coinbase Global Inc 3.625% 0.05072 8,370,000 6,958,664
Bermuda (Government of) 3.717% 0.05045 7,240,000 6,922,409
Orange S.A. 5.375% 0.05044 6,100,000 6,920,786
United States Treasury Notes 2.5% 0.05039 7,200,000 6,913,969
Rand Parent LLC 8.5% 0.05034 6,985,000 6,907,238
United States Treasury Notes 3.375% 0.05033 7,260,000 6,905,508
Qatar Energy 3.3% 0.04993 9,635,000 6,850,970
HUB International Ltd. 7.375% 0.04986 6,655,000 6,840,648
CDI Escrow Issuer Inc. 5.75% 0.04984 6,975,000 6,838,847
PAREXEL TERM B 1LN 11/15/28 0.04966 10,395,002 6,813,350
VTR Comunicaciones SpA 5.125% 0.04966 7,560,000 6,813,221
EchoStar Corp Class A 0.04948 338,100 6,789,048
CONSOLIDATED EN TM B 1LN 11/30 0.04944 9,012,412 6,784,117
Energean Israel Finance Ltd. 4.875% 0.04936 7,160,000 6,773,067
Moodys Corp 0.04924 14,800 6,755,904
Ecuador (Republic Of) 6.9% 0.04924 10,005,000 6,756,664
Hungary (Republic Of) 5.5% 0.04922 6,825,000 6,752,836
Colombia (Republic Of) 5% 0.04916 9,490,000 6,744,933
Bath & Body Works Inc 6.625% 0.04893 6,650,000 6,713,155
Lowe's Companies Inc 0.04867 27,200 6,677,872
Pakistan (Islamic Republic of) 6% 0.04867 7,395,000 6,678,241
Nesco Holdings II Incorporated 5.5% 0.04854 7,155,000 6,659,402
Bausch Health Companies Inc. 5.75% 0.04838 8,145,000 6,638,175
Rolls-Royce PLC 5.75% 0.04838 6,560,000 6,637,441
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 3.5% 0.04830 6,950,993 6,627,464
Aventiv Term 1ln Flso 07/31/25 0.04803 12,935,421 6,589,783
Boyd Gaming Corporation 4.75% 0.04793 7,140,000 6,576,870
Darling Ingredients, Inc 6% 0.04784 6,615,000 6,563,767
Brazil (Federative Republic) 7.125% 0.04780 6,165,000 6,558,926
First Quantum Minerals Ltd. 9.375% 0.04779 6,235,000 6,557,643
CT Trust 5.125% 0.04776 7,360,000 6,552,584
Medco Laurel Tree Pte Ltd. 6.95% 0.04775 6,620,000 6,550,895
Olympus Water US Holding Corp. 4.25% 0.04751 7,070,000 6,518,918
Orsted A/S 5.25% 0.04751 5,900,000 6,518,931
HUB INTERNATION TM B 1LN 06/30 0.04747 11,016,169 6,512,953
US Foods Holding Corp 0.04745 119,700 6,510,483
Antofagasta PLC 2.375% 0.04723 7,745,000 6,480,083
MGM Resorts International 4.75% 0.04722 6,740,000 6,479,356
Seagate HDD Cayman 8.5% 0.04720 5,975,000 6,475,884
Aris Mining Corp. 6.875% 0.04712 6,700,000 6,464,577
Bombardier Inc. 7.875% 0.04693 6,429,000 6,438,746
NBM US Holdings Inc 6.625% 0.04692 6,505,000 6,437,030
United States Treasury Notes 4% 0.04688 6,420,000 6,432,288
Hess Midstream Operations LP 5.125% 0.04683 6,600,000 6,424,804
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc 4.25% 0.04675 6,740,000 6,414,112
Altice Financing S.A. 5% 0.04671 8,025,000 6,408,299
Serbia (Republic Of) 2.125% 0.04670 7,890,000 6,407,098
Pt Mineral Industri Indonesia (Persero) 5.45% 0.04656 6,445,000 6,388,008
Summit Materials, LLC/Summit Materials Finance Corp. 5.25% 0.04649 6,525,000 6,378,882
Pinterest Inc Class A 0.04641 199,300 6,367,635
LCPR Senior Secured Financing Designated Activity Company 6.75% 0.04637 7,562,000 6,362,022
Commerzbank AG 6.75% 0.04629 5,400,000 6,351,071
Ares Management Corp Ordinary Shares - Class A 0.04623 41,400 6,342,480
TransDigm Group Inc 0.04622 4,900 6,341,678
Federal Home Loan Mortgage Corp. 2.5% 0.04618 7,241,397 6,335,720
Tempur Sealy International Inc 3.875% 0.04617 7,360,000 6,334,928
Gen Digital Inc 5% 0.04607 6,360,000 6,320,997
CAS Capital No.1 Ltd. 4% 0.04607 6,695,000 6,321,308
ON Semiconductor Corp. 3.875% 0.04606 6,765,000 6,319,204
Taylor Morrison Communities Inc 5.125% 0.04605 6,480,000 6,318,146
Commerzbank AG 4.625% 0.04603 5,600,000 6,315,436
Clarios Global LP / Clarios US Finance Company Inc 6.75% 0.04595 6,800,000 6,304,650
Sunnova Energy Corp. 11.75% 0.04591 8,050,000 6,299,463
SCIL IV LLC / SCIL USA Holdings LLC 5.375% 0.04583 6,435,000 6,287,467
Vici Properties Inc 3.875% 0.04579 6,695,000 6,282,676
Federal Home Loan Mortgage Corp. 5.5% 0.04560 6,189,275 6,256,930
United States Treasury Notes 1.5% 0.04559 6,930,000 6,255,408
Frontier Communications Parent Inc 5.875% 0.04546 6,300,000 6,238,003
Dell Technologies Inc Ordinary Shares - Class C 0.04532 54,700 6,218,296
Orbia Advance Corp S A B De Cv 1.875% 0.04527 6,640,000 6,211,703
Jordan (Kingdom Of) 4.95% 0.04524 6,345,000 6,206,706
Camelot Finance SA 4.5% 0.04522 6,365,000 6,205,088
Kaiser Aluminium Corporation 4.625% 0.04519 6,615,000 6,200,469
Pacific Gas and Electric Company 4% 0.04516 8,299,000 6,196,304
Iron Mountain Inc. 5% 0.04501 6,370,000 6,175,047
Fnma Pass-Thru I 3% 0.04498 6,501,323 6,172,193
OPENLANE Inc 5.125% 0.04493 6,210,000 6,163,982
Dominican Republic 5.95% 0.04486 6,155,000 6,155,155
Targa Resources Partners LP/Targa Resources Finance Corp. 4.875% 0.04482 6,345,000 6,149,675
Ingevity Corporation 3.875% 0.04481 6,715,000 6,148,212
Turkey (Republic of) 4.875% 0.04478 8,580,000 6,143,628
AIB Group PLC 2.875% 0.04477 5,810,000 6,143,264
Banco do Brasil S.A. (Grand Cayman Branch) 8.748% 0.04471 6,055,000 6,134,882
Telefonica Celular del Paraguay S.A. 5.875% 0.04455 6,185,000 6,111,891
Palo Alto Networks Inc 0.04449 18,800 6,104,924
BWX Technologies Inc 4.125% 0.04438 6,400,000 6,089,362
Transocean Titan Financing Ltd. 8.375% 0.04408 5,815,000 6,047,671
Network I2I Ltd. 5.65% 0.04404 6,088,000 6,042,606
Fair Isaac Corporation 4% 0.04403 6,420,000 6,040,510
Blue Owl Capital Inc Ordinary Shares - Class A 0.04357 313,500 5,978,445
Post Holdings Inc. 4.625% 0.04356 6,415,000 5,976,325
1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. 4.375% 0.04342 6,265,000 5,957,313
DP World Salaam 6% 0.04335 6,000,000 5,947,781
Amentum Holdings Tm 1ln 07/31 0.04332 9,400,000 5,944,117
Martin Marietta Materials Inc 0.04325 10,000 5,933,500
Saudi Arabia (Kingdom of) 2.25% 0.04318 7,350,000 5,925,056
APPLIED SYSTEMS TM B 1LN 02/31 0.04316 6,635,000 5,922,002
Oil & Gas Hldg Co B S C 7.5% 0.04298 5,740,000 5,897,605
Brazil (Federative Republic) 3.875% 0.04291 6,525,000 5,887,814
Braskem Netherlands Finance B V 8.5% 0.04289 5,705,000 5,884,977
Bausch Health Companies Inc. 4.875% 0.04285 7,635,000 5,879,714
Ontario Gaming GTA LP / OTG Co Issuer Inc. 8% 0.04283 5,720,000 5,876,507
New Cotai Llc Pik Conv 5% 2/27 0.04280 2,895,711 5,872,213
Seadrill Finance Ltd. 8.375% 0.04271 5,560,000 5,860,386
Civitas Resources Inc 8.625% 0.04263 5,415,000 5,848,785
Mauser Packaging Solutions Holding Co. 7.875% 0.04239 5,635,000 5,815,503
ELDORADO RES TM B 1LN 1/26/30 0.04237 11,720,575 5,813,870
Northern Oil And Gas, Inc. 8.75% 0.04233 5,510,000 5,807,314
Marvell Technology Inc 0.04228 86,600 5,800,468
PERATON TERM B 1LN 03/02/28 0.04218 11,701,149 5,787,328
Vistra Operations Co LLC 7.75% 0.04213 5,470,000 5,780,450
Sisecam UK PLC 8.625% 0.04210 5,680,000 5,776,465
Nabors Industries, Inc. 9.125% 0.04197 5,390,000 5,758,191
Tengizchevroil Finance Company International Ltd. 3.25% 0.04196 6,950,000 5,757,726
Eskom Holdings SOC Limited 6.35% 0.04187 5,840,000 5,745,482
Molina Healthcare, Inc. 3.875% 0.04182 6,345,000 5,738,037
INMARSAT TM B 1LN 09/13/2029 0.04177 6,833,709 5,730,461
Mexico (United Mexican States) 6% 0.04173 5,760,000 5,725,671
United States Treasury Bonds 5.25% 0.04165 5,406,000 5,714,944
Iron Mountain Inc. 5.625% 0.04157 5,915,000 5,704,168
Block Inc Class A 0.04154 92,100 5,699,148
Peru (Republic Of) 2.783% 0.04151 6,570,000 5,695,646
Iron Mountain Inc. 5.25% 0.04149 5,915,000 5,692,659
MISC Capital Two (Labuan) Ltd. 3.75% 0.04148 5,890,000 5,691,852
Churchill Downs Inc 6.75% 0.04141 5,595,000 5,682,109
Oman (Sultanate Of) 6% 0.04137 5,535,000 5,676,624
Petroleos Mexicanos 6.75% 0.04131 8,402,000 5,667,826
Viridien 8.75% 0.04127 5,895,000 5,663,026
Saudi Arabian Oil Company 3.25% 0.04123 8,390,000 5,657,116
Angola (Republic of) 8.25% 0.04119 5,980,000 5,652,063
Gran Tierra Energy Inc 9.5% 0.04112 5,955,000 5,642,124
Taylor Morrison Communities Inc 5.875% 0.04105 5,610,000 5,632,878
Federal Home Loan Mortgage Corp. 3.5% 0.04105 6,158,738 5,631,835
Bausch Plus Lomb Corp. 8.375% 0.04096 5,470,000 5,619,992
Energean PLC 6.5% 0.04095 5,725,000 5,618,351
Saudi Arabia (Kingdom of) 4.5% 0.04090 6,645,000 5,611,521
TransDigm, Inc. 7.125% 0.04077 5,390,000 5,594,213
Go Daddy Operating Company LLC / GD Finance Co Inc 5.25% 0.04065 5,665,000 5,577,102
Vallourec SA 7.5% 0.04065 5,325,000 5,576,995
Uber Technologies Inc 6.25% 0.04059 5,520,000 5,568,720
Venezuela (Republic Of) 9.25% 0.04059 31,105,000 5,569,565
Panama (Republic of) 4.5% 0.04058 8,075,000 5,568,065
Nabors Industries, Ltd. 7.5% 0.04053 5,660,000 5,561,501
Wand Newco 3 Inc 7.625% 0.04051 5,325,000 5,558,117
Iqvia Inc 5% 0.04049 5,660,000 5,555,642
Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation 4.375% 0.04043 6,375,000 5,547,575
NCL Corporation Ltd. 5.875% 0.04037 5,580,000 5,539,572
Abu Dhabi (Emirate of) 3.875% 0.04029 6,905,000 5,527,583
Accenture PLC Class A 0.04024 16,700 5,521,354
Go Daddy Operating Company LLC / GD Finance Co Inc 3.5% 0.04016 6,060,000 5,509,909
YUM Brands Inc. 4.625% 0.04014 5,905,000 5,506,871
Southwestern Energy Company 5.375% 0.04006 5,630,000 5,496,091
Tenet Healthcare Corp 0.04004 36,700 5,493,990
Turkey (Republic of) 5.125% 0.04004 5,725,000 5,493,141
Federal Home Loan Mortgage Corp. 5% 0.04001 5,512,327 5,490,253
Teva Pharmaceutical Finance Netherlands III B.V. 4.75% 0.04000 5,670,000 5,487,850
Charles River Laboratories International, Inc. 4% 0.03997 6,035,000 5,483,551
Dubai (Government Of) 3.9% 0.03993 7,425,000 5,478,622
Sensata Technologies BV 4% 0.03992 5,910,000 5,476,659
Medco Maple Tree Pte Ltd. 8.96% 0.03992 5,210,000 5,476,953
United States Treasury Notes 2.75% 0.03980 5,670,000 5,460,254
GFL Environmental Inc. 4.75% 0.03962 5,705,000 5,436,282
Asgn Incorporated 4.625% 0.03960 5,670,000 5,432,921
Axian Telecom 7.375% 0.03955 5,485,000 5,427,032
Central America Bottling Corporation / Cbc Bottling Holdco S L / Beliv Hold 0.03950 5,695,000 5,420,243
Royal Caribbean Group 6.25% 0.03936 5,295,000 5,399,820
Core & Main Inc Class A 0.03936 101,000 5,400,470
EDP-Energias de Portugal SA 1.875% 0.03926 5,600,000 5,386,510
Autodesk Inc 0.03915 21,700 5,371,184
Micron Technology Inc 0.03914 48,900 5,370,198
Qatar (State of) 4.625% 0.03912 5,790,000 5,367,798
Mexico (United Mexican States) 3.75% 0.03912 8,735,000 5,366,933
SeaWorld Parks & Entertainment Inc 5.25% 0.03909 5,630,000 5,362,850
Petsmart Inc / Petsmart Financial Corporation 4.75% 0.03903 5,700,000 5,355,343
ENN Energy Holdings Ltd. 4.625% 0.03901 5,425,000 5,352,418
Egypt (Arab Republic of) 8.5% 0.03900 7,100,000 5,351,694
NRG Energy, Inc. 3.625% 0.03897 6,110,000 5,346,280
1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. 3.875% 0.03896 5,685,000 5,345,140
OneMain Financial Corporation 5.375% 0.03894 5,560,000 5,343,016
ION Trading Technologies S.a.r.l. 5.75% 0.03894 5,780,000 5,342,522
Kondor Finance plc 7.65% 0.03892 6,189,250 5,340,485
Azul Secured Finance LLP 11.5% 0.03891 6,902,629 5,339,293
Adecoagro SA 6% 0.03888 5,465,000 5,333,975
Builders FirstSource Inc 0.03867 31,700 5,305,629
Performance Food Group Co. 5.5% 0.03844 5,345,000 5,273,649
Federal Home Loan Mortgage Corp. 3.5% 0.03844 5,767,702 5,274,254
PT Adaro Indonesia 4.25% 0.03844 5,325,000 5,274,141
Philippines (Republic Of) 5.95% 0.03842 4,915,000 5,271,121
Mexico (United Mexican States) 3.5% 0.03835 6,340,000 5,261,859
SELP Finance S.a r.l. 0.875% 0.03834 5,520,000 5,260,818
Israel Electric Corporation Ltd. 3.75% 0.03829 6,285,000 5,253,364
The Scotts Miracle-Gro Company 4% 0.03818 5,930,000 5,238,990
Kronos Acquisition Holdings Inc 8.25% 0.03815 5,190,000 5,235,066
Mdgh - Gmtn B.V 2.875% 0.03815 5,770,000 5,234,141
Fiesta Purchaser Inc. 7.875% 0.03813 5,015,000 5,231,543
FMG Resources (August 2006) Pty Ltd. 4.5% 0.03810 5,450,000 5,227,285
WORLDPAY TERM B 1LN 01/31/31 0.03810 10,560,000 5,227,572
Turkey (Republic of) 9.375% 0.03808 4,750,000 5,225,428
Suburban Propane Partners LP / Suburban Energy Finance Corporation 5% 0.03804 5,750,000 5,219,143
Sunoco LP / Sunoco Finance Corp 4.5% 0.03798 5,515,000 5,211,656
NXP Semiconductors NV 0.03798 19,800 5,210,568
ALLIANT HOLD TM B6 1LN 11/30 0.03789 5,177,643 5,198,560
Open Text Corp 6.9% 0.03782 5,000,000 5,188,625
Liquid Telecommunications Financing plc 5.5% 0.03781 8,595,000 5,187,138
Service Corporation International 4% 0.03776 5,750,000 5,180,518
REALPAGE TERM B 1LN 04/22/28 0.03775 7,669,590 5,179,655
Sunoco LP / Sunoco Finance Corp 4.5% 0.03774 5,550,000 5,178,646
e.l.f. Beauty Inc 0.03773 30,000 5,177,400
Bath & Body Works Inc 7.5% 0.03772 5,030,000 5,175,107
Ivory Coast (Republic Of) 6.375% 0.03763 5,285,000 5,163,220
CITGO Petroleum Corporation 6.375% 0.03761 5,665,000 5,160,009
Parkland Corporation 4.625% 0.03754 5,540,000 5,150,664
Paraguay (Republic of) 4.95% 0.03750 5,285,000 5,145,097
Gen Digital Inc 0.03749 197,900 5,143,421
Hilton Worldwide Finance LLC 4.875% 0.03747 5,210,000 5,141,055
Ardagh Metal Packaging Finance PLC / Ardagh Metal Packaging Finance USA LLC 0.03745 6,050,000 5,138,600
Mineral Resources Ltd. 9.25% 0.03744 4,830,000 5,136,530
Braskem Idesa SAPI 7.45% 0.03711 6,340,000 5,091,101
Lamb Weston Holdings Inc 4.125% 0.03709 5,575,000 5,089,369
DISH DBS Corporation 5.75% 0.03705 6,925,000 5,083,109
James Hardie International Finance Designated Activity Company 5% 0.03703 5,270,000 5,080,786
Shriram Finance Ltd. 4.15% 0.03701 5,205,000 5,078,573
Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp. 6% 0.03679 5,355,000 5,047,720
Investment Energy Resources Ltd. 6.25% 0.03676 5,270,000 5,043,452
Univision Communications Inc. 4.5% 0.03667 5,760,000 5,031,146
Leviathan Bond Limited 6.125% 0.03654 5,160,000 5,014,092
Madison IAQ LLC 4.125% 0.03638 5,345,000 4,991,698
Corporacion Nacional del Cobre de Chile 3.7% 0.03638 7,190,000 4,991,438
Block Inc 3.5% 0.03632 5,745,000 4,983,220
PG&E Corporation 5.25% 0.03627 5,150,000 4,976,414
UNIVISION TERM B 1LN 01/31/29 0.03619 6,762,693 4,965,495
Endeavour Mining PLC 5% 0.03615 5,220,000 4,959,776
Embraer Netherlands Finance B.V. 7% 0.03601 4,705,000 4,941,255
Colombia (Republic Of) 5.2% 0.03597 6,915,000 4,935,469
Rivian Holdings Llc / Rivian Llc / Rivian Automotive Llc 11.35947% 0.03591 9,895,000 4,926,389
ALLIED UNIVE TM B 1LN 5/14/28 0.03589 9,958,841 4,924,359
Kingdom of Morocco 6.5% 0.03579 4,725,000 4,910,707
Nigeria (Federal Republic of) 7.625% 0.03576 4,945,000 4,906,587
Molina Healthcare, Inc. 3.875% 0.03574 5,560,000 4,903,107
Celsius Holdings Inc 0.03574 104,700 4,903,101
Lamar Funding Ltd. 3.958% 0.03562 4,980,000 4,886,981
Bank Gospodarstwa Krajowego 6.25% 0.03553 4,670,000 4,875,370
TRUIST INSURANCE TM B 1LN 5/31 0.03542 7,655,000 4,859,499
Federal Home Loan Mortgage Corp. 2.5% 0.03536 5,386,674 4,851,098
Allison Transmission Inc. 5.875% 0.03520 4,830,000 4,829,022
Lenovo Group Ltd. 3.421% 0.03515 5,335,000 4,822,909
Vale Overseas Limited 6.4% 0.03513 4,850,000 4,820,635
United States Treasury Notes 4% 0.03511 4,819,000 4,817,807
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Al 0.03509 5,285,000 4,814,893
ASURION TERM B3 2LN 01/31/28 0.03501 10,485,000 4,803,990
Hilton Grand Vac Tm B 1ln 8/28 0.03476 9,635,407 4,769,866
Petroleos Mexicanos 6.875% 0.03467 4,835,000 4,756,796
Federal Home Loan Mortgage Corp. 2.5% 0.03448 5,317,604 4,731,357
Tencent Holdings Ltd. 2.39% 0.03446 5,400,000 4,727,718
Sirius Xm Radio Inc 3.875% 0.03437 5,645,000 4,715,554
Government National Mortgage Association 2% 0.03436 5,679,960 4,715,042
Clarivate Science Holdings Corp. 3.875% 0.03435 5,025,000 4,713,357
Cordoba (Province Of) 6.99% 0.03428 5,456,546 4,703,797
Federal Home Loan Mortgage Corp. 2% 0.03426 5,417,083 4,700,451
Colombia (Republic Of) 3.125% 0.03416 5,855,000 4,687,039
WASH Multifamily Acquisition Inc 5.75% 0.03407 4,750,000 4,674,526
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc 7% 0.03406 4,590,000 4,672,776
MGIC Investment Corp. 5.25% 0.03400 4,725,000 4,664,785
ENN Clean Energy International Investment Ltd. 3.375% 0.03396 4,855,000 4,658,932
Prologis International Funding II SA 4.625% 0.03393 4,032,000 4,655,560
Superior Energy Services Inc old 0.03388 66,115 4,647,884
Argentina (Republic Of) 1% 0.03384 8,025,564 4,643,336
Fnma Pass-Thru I 2% 0.03372 5,408,696 4,626,484
Indonesia (Republic of) 5.95% 0.03357 4,305,000 4,605,715
Energo-Pro AS 8.5% 0.03357 4,600,000 4,605,852
Rwanda (Republic Of) 5.5% 0.03354 5,740,000 4,602,136
Chile (Republic Of) 5.33% 0.03350 4,770,000 4,596,160
Community Health Systems Incorporated 6% 0.03343 4,940,000 4,586,559
GeoPark Ltd. 5.5% 0.03340 4,900,000 4,582,410
GENM Capital Labuan Ltd. 3.882% 0.03339 5,185,000 4,580,630
Shea Homes Limited Partnership 4.75% 0.03337 4,830,000 4,579,034
Yinson Boronia Production BV 8.947% 0.03328 4,505,000 4,566,680
Mexico (United Mexican States) 6.35% 0.03324 4,445,000 4,560,397
CSN Inova Ventures 6.75% 0.03323 4,745,000 4,559,102
Hilton Domestic Operating Co Inc. 4% 0.03314 5,020,000 4,546,945
Merlin Entertainments PLC 5.75% 0.03309 4,580,000 4,540,663
Asbury Automotive Group, Inc. 5% 0.03301 4,915,000 4,529,317
AssuredPartners Inc 5.625% 0.03277 4,720,000 4,496,081
Clarivate Science Holdings Corp. 4.875% 0.03274 4,755,000 4,491,832
Sirius Xm Radio Inc 4% 0.03271 4,890,000 4,487,814
OneMain Financial Corporation 6.625% 0.03261 4,415,000 4,473,680
NCR Atleos Escrow Corp. 9.5% 0.03256 4,090,000 4,468,007
Molina Healthcare, Inc. 4.375% 0.03254 4,690,000 4,464,709
Prosus NV 4.027% 0.03254 6,570,000 4,464,764
Sirius Xm Radio Inc 5% 0.03251 4,610,000 4,460,788
Chesapeake Energy Corporation 6.75% 0.03251 4,415,000 4,460,782
ZAYO TERM 1LN 03/09/2027 0.03246 10,088,135 4,453,238
Jonah Energy Llc 12% 11/25 P/P 0.03233 4,055,571 4,435,983
Sunsource Term 1ln 03/25/31 0.03227 6,229,388 4,427,398
Cosan Overseas Ltd. 8.25% 0.03215 4,346,000 4,410,662
Poland (Republic of) 5.75% 0.03213 4,200,000 4,407,912
MPT Operating Partnership LP / MPT Finance Corporation 3.5% 0.03208 6,700,000 4,402,132
Fnma Pass-Thru I 6% 0.03207 4,285,716 4,400,520
SM Energy Co. 5.625% 0.03205 4,400,000 4,397,622
Argentina (Republic Of) 3.5% 0.03205 11,065,000 4,397,828
Bombardier Inc. 8.75% 0.03203 4,055,000 4,394,357
Termocandelaria Power SA 7.875% 0.03198 4,417,000 4,388,472
Teine Energy Ltd 6.875% 0.03194 4,420,000 4,382,973
Solenis Term B 1ln 06/23/2031 0.03193 7,253,672 4,381,178
Ziggo B.V. 4.875% 0.03188 4,805,000 4,374,440
Cleveland-Cliffs Inc 4.625% 0.03187 4,615,000 4,372,712
Federal Home Loan Mortgage Corp. 2.05% 0.03173 4,800,000 4,353,824
Oleoducto Central SA 4% 0.03166 4,675,000 4,344,304
Bank of Ireland Group PLC 6.75% 0.03165 3,700,000 4,342,146
Macquarie Airfinance Holdings Ltd 8.125% 0.03162 4,100,000 4,337,890
Fnma Pass-Thru I 2% 0.03150 5,043,779 4,322,223
CLOUD SOFTWARE TM B 1LN 03/29 0.03134 8,697,623 4,299,691
Liberty Costa Rica Senior Secured Finance 10.875% 0.03127 4,075,000 4,291,053
ATS Corporation 4.125% 0.03124 4,630,000 4,285,992
HF Sinclair Corp. 5% 0.03122 4,350,000 4,284,179
FTAI Aviation Ltd 7.875% 0.03121 4,040,000 4,282,424
Uniti Group LP/Uniti Fiber Holdings Inc/Uniti Group Finance 2019 Inc/CSL Ca 0.03118 5,660,000 4,278,005
United Natural Foods, Inc. 6.75% 0.03116 4,680,000 4,275,315
Turkey (Republic of) 4.875% 0.03116 4,395,000 4,274,985
Hess Midstream Operations LP 4.25% 0.03105 4,590,000 4,260,053
Asbury Automotive Group, Inc. 4.625% 0.03102 4,555,000 4,256,271
Domino's Pizza Inc 0.03093 9,900 4,244,130
Chile (Republic Of) 3.1% 0.03092 6,730,000 4,242,860
Summit Materials, LLC/Summit Materials Finance Corp. 7.25% 0.03085 4,060,000 4,232,550
South Africa (Republic of) 5.75% 0.03077 5,505,000 4,221,522
TTM Technologies Inc 4% 0.03072 4,540,000 4,215,462
Serbia (Republic Of) 6.5% 0.03071 4,090,000 4,213,775
Cleveland-Cliffs Inc 4.875% 0.03070 4,615,000 4,212,045
Israel (State Of) 3.375% 0.03069 6,505,000 4,211,161
Antero Midstream Partners LP / Antero Midstream Finance Corp 5.375% 0.03068 4,305,000 4,209,446
Romania (Republic Of) 3.625% 0.03057 4,866,000 4,194,149
Consolidated Energy Finance S.A. 12% 0.03051 4,240,000 4,185,911
Federal Home Loan Mortgage Corp. 2.5% 0.03046 4,743,584 4,179,115
Coherent Corp 5% 0.03038 4,370,000 4,168,535
ION Trading Technologies S.a.r.l. 9.5% 0.03037 4,125,000 4,167,424
XPO Inc 7.125% 0.03026 4,015,000 4,152,391
Qatar (State of) 9.75% 0.03026 3,280,000 4,151,227
Banco Central de la Republica Argentina 0% 0.03019 4,693,504 4,141,578
Royal Caribbean Group 5.375% 0.03018 4,165,000 4,140,562
Chesapeake Energy Corp Ordinary Shares - New 0.03018 109,641 4,140,953
Kinetik Holdings LP 5.875% 0.03016 4,180,000 4,137,735
Guara Norte Sarl 5.198% 0.03014 4,476,151 4,135,264
Parkland Corporation 4.5% 0.03008 4,420,000 4,127,169
Citigroup Inc. 9.00699% 0.03005 4,120,000 4,123,708
Trinet Group Inc 3.5% 0.03002 4,545,000 4,118,377
Adtalem Global Education Inc 5.5% 0.03000 4,235,000 4,115,656
Borr Ihc Ltd. 10% 0.02996 3,925,915 4,111,169
Indonesia (Republic of) 6.75% 0.02995 3,510,000 4,109,692
Ukraine (Republic of) 7.75% 0.02991 12,100,000 4,103,844
Eldorado Gold Corp 6.25% 0.02985 4,225,000 4,095,715
Ihs Holding Limited 5.625% 0.02985 4,305,000 4,095,758
GFL Environmental Inc. 6.75% 0.02983 3,980,000 4,092,691
UKG Inc. 6.875% 0.02981 3,980,000 4,090,781
Bimbo Bakeries USA, Inc. 6.4% 0.02970 3,780,000 4,074,679
Mong Duong Finance Holdings B V 5.125% 0.02968 4,258,568 4,072,823
Allegiant Travel Company 7.25% 0.02967 4,365,000 4,071,114
Ero Copper Corp 6.5% 0.02967 4,180,000 4,070,275
Air Canada 3.875% 0.02965 4,230,000 4,068,574
DP World PLC 5.625% 0.02959 4,230,000 4,060,006
ARTERA SERVICES TM 1LN 02/31 0.02938 5,306,700 4,030,465
Metalsa S.A. de C.V. 3.75% 0.02936 4,945,000 4,027,934
Colgate Energy Partners III LLC 5.875% 0.02933 4,055,000 4,024,588
Petsmart Inc / Petsmart Financial Corporation 7.75% 0.02925 4,135,000 4,013,312
Brookfield Residential Properties Inc. 4.875% 0.02920 4,370,000 4,006,103
Banco do Brasil S.A. 6% 0.02920 4,020,000 4,006,547
DT Midstream Inc 4.125% 0.02919 4,285,000 4,005,659
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc 5.875% 0.02917 4,180,000 4,002,587
VERITAS TERM B 1LN 9/1/25 0.02916 4,570,235 4,000,372
Turkey (Republic of) 31.08% 0.02915 127,765,000 3,999,667
FMG Resources (August 2006) Pty Ltd. 4.375% 0.02912 4,420,000 3,995,052
Madison IAQ LLC 5.875% 0.02910 4,265,000 3,992,880
Ecuador (Republic Of) 5.5% 0.02909 7,555,000 3,991,929
Crocs Inc 4.25% 0.02908 4,325,000 3,989,802
Acrisure Llc / Acrisure Fin Inc 6% 0.02906 4,230,000 3,986,572
United States Treasury Notes 4.625% 0.02900 3,851,000 3,978,647
MITER Brands Acquisition Holdco Inc & PGT Innovations LLC. 6.75% 0.02899 3,920,000 3,977,222
Government National Mortgage Association 2.5% 0.02898 4,677,893 3,976,249
Murphy Oil USA Inc 4.75% 0.02893 4,155,000 3,969,752
Dominican Republic 6% 0.02885 3,955,000 3,958,808
DT Midstream Inc 4.375% 0.02879 4,285,000 3,950,632
Sabert Term B 1ln 12/10/2026 0.02878 4,936,227 3,948,193
GFL Environmental Inc. 4% 0.02877 4,200,000 3,947,967
Stillwater Mining Company 4% 0.02864 4,255,000 3,930,138
Nexa Resources SA 6.5% 0.02858 3,875,000 3,921,000
Iron Mountain Information Management Servces Inc 5% 0.02852 4,190,000 3,913,499
Arcosa Inc 4.375% 0.02837 4,130,000 3,892,800
Clearway Energy Operating LLC 4.75% 0.02837 4,055,000 3,892,574
CEMEX S.A.B. de C.V. 9.125% 0.02837 3,615,000 3,892,399
PT Freeport Indonesia 5.315% 0.02835 3,980,000 3,889,660
Fnma Pass-Thru I 5% 0.02834 3,902,228 3,889,041
DP World Crescent LTD 3.7495% 0.02834 4,165,000 3,888,557
Gannett Holdings Llc 6% 0.02832 4,000,000 3,885,347
Pakistan (Islamic Republic of) 7.375% 0.02828 4,895,000 3,880,405
Amwins Group Inc 4.875% 0.02821 4,105,000 3,870,639
Simmons Foods Inc / Simmons Prepared Foods Inc / Simmons Pet Food Inc / Sim 0.02817 4,295,000 3,865,004
Bermuda (Government of) 4.75% 0.02813 3,960,000 3,860,238
Univision Communications Inc. 8.5% 0.02812 3,900,000 3,858,329
NOVA Chemicals Corp. 8.5% 0.02812 3,635,000 3,857,925
Century Communities Inc 3.875% 0.02808 4,225,000 3,852,137
Acuris Finance US Inc / Acuris Finance S.a r.l. 5% 0.02803 4,315,000 3,845,722
Abu Dhabi (Emirate of) 5.5% 0.02793 3,745,000 3,831,503
C&S Group Enterprises LLC 5% 0.02788 5,155,000 3,825,778
Millicom International Cellular SA 4.5% 0.02786 4,385,000 3,822,866
OCP SA 6.875% 0.02786 3,920,000 3,822,458
Seaspan Corporation 5.5% 0.02784 4,240,000 3,820,241
Premier Entertainment Subordinated Llc / Premier Entertainment Finance Corp 0.02776 5,095,000 3,809,087
ONE TORONTO GAMI TM B 1LN 7/30 0.02770 4,900,375 3,800,726
United States Treasury Notes 3.125% 0.02770 3,948,000 3,799,950
Federal National Mortgage Association 2% 0.02766 4,369,438 3,794,503
Tennessee Valley Authority 5.375% 0.02762 3,503,000 3,789,302
Petroleos Mexicanos 6.95% 0.02762 5,655,000 3,790,215
Abu Dhabi National Energy Company 4% 0.02761 4,655,000 3,788,825
Station Casinos LLC 4.625% 0.02760 4,155,000 3,786,459
Jane Street Group LLC / JSG Finance Inc. 4.5% 0.02749 3,985,000 3,772,328
Federal Home Loan Mortgage Corp. 6.5% 0.02747 3,636,469 3,769,160
Acrisure Llc / Acrisure Fin Inc 7.5% 0.02745 4,840,000 3,766,243
Cqp Holdco Tm B 1ln 12/31/30 0.02744 7,596,489 3,764,739
Vistajet Malta Finance Plc/Vista Management Holding Inc. 9.5% 0.02743 4,205,000 3,763,291
Federal Home Loan Mortgage Corp. 6.5% 0.02743 3,619,028 3,763,523
Banque Federative du Credit Mutuel 3.75% 0.02743 3,400,000 3,763,376
Dominican Republic 7.45% 0.02738 3,510,000 3,756,268
Federal Home Loan Mortgage Corp. 1.5% 0.02738 4,552,421 3,756,472
Federal Home Loan Mortgage Corp. 3.75% 0.02737 3,934,180 3,755,997
Peru (Republic Of) 3% 0.02736 4,535,000 3,753,344
Ashton Woods (USA) LLC/Ashton Woods Finance Co. 4.625% 0.02731 4,105,000 3,747,337
Indonesia (Republic of) 5.25% 0.02730 3,765,000 3,746,317
Roblox Corporation 3.875% 0.02727 4,175,000 3,741,129
Volcan Compania Minera S.A.A. 4.375% 0.02708 4,550,000 3,716,116
Meglobal Canada Ulc 5% 0.02708 3,750,000 3,715,268
Antero Resources Corp 0.02705 127,900 3,711,658
PTC Inc 3.625% 0.02704 3,755,000 3,709,767
Fnma Pass-Thru I 2% 0.02704 4,340,873 3,710,378
KINDERCARE TERM B 1LN 06/12/30 0.02697 7,443,844 3,700,324
Jacobs Entertainment, Inc. 6.75% 0.02695 3,955,000 3,697,282
Atlantica Sustainable Infrastructure PLC 4.125% 0.02694 3,735,000 3,695,718
Montenegro (Republic of) 7.25% 0.02685 3,630,000 3,684,407
Oman (Sultanate Of) 6.25% 0.02673 3,525,000 3,666,840
Performance Food Group Inc 4.25% 0.02670 3,955,000 3,663,044
Usi Inc 7.5% 0.02668 3,540,000 3,660,105
ARKO Corp. 5.125% 0.02664 4,190,000 3,655,253
Panama (Republic of) 3.298% 0.02663 4,585,000 3,653,228
MADISON IAQ TERM B 1LN 06/28 0.02661 5,963,714 3,650,914
Fnma Pass-Thru I 3% 0.02657 3,921,677 3,645,556
MISC Capital Two (Labuan) Ltd. 3.625% 0.02653 3,690,000 3,640,631
Coinbase Global Inc 0.25% 0.02646 3,680,000 3,630,320
Murphy Oil USA Inc 5.625% 0.02645 3,665,000 3,628,517
Graham Packaging Company Inc 7.125% 0.02643 3,720,000 3,625,941
Dana Inc. 4.5% 0.02643 4,150,000 3,625,936
Aydem Yenilenebilir Enerji A S 7.75% 0.02643 3,690,000 3,626,828
Egypt (Arab Republic of) 8.7002% 0.02643 4,745,000 3,626,881
Panama (Republic of) 3.87% 0.02639 6,150,000 3,621,445
Chobani LLC / Chobani Finance Corporation Inc 4.625% 0.02636 3,790,000 3,616,562
Prosus NV 3.68% 0.02635 4,055,000 3,615,210
Insulet Term B 1ln 05/04/28 0.02626 7,275,834 3,602,802
Transocean Inc. 8% 0.02622 3,591,000 3,596,947
Greensaif Pipelines Bidco S.a r.l. 6.1027% 0.02618 3,605,000 3,591,606
Georgia (acting through the Ministry of Finance of Georgia) 2.75% 0.02616 3,890,000 3,589,367
Mdgh Gmtn (Rsc) Ltd 5.084% 0.02614 3,770,000 3,586,761
Saudi Arabia (Kingdom of) 3.75% 0.02609 5,025,000 3,579,306
Ooredoo International Finance Limited 2.625% 0.02609 4,095,000 3,579,386
UiPath Inc Class A 0.02605 293,700 3,574,329
Minas Buenaventura 5.5% 0.02596 3,690,000 3,561,262
Raizen Fuels Finance SA 6.95% 0.02594 3,465,000 3,558,584
Triumph Group, Inc. 9% 0.02592 3,376,000 3,555,910
Arsenal AIC Parent LLC 8% 0.02582 3,375,000 3,542,450
HudBay Minerals Inc 4.5% 0.02566 3,600,000 3,520,515
PTC Inc 4% 0.02564 3,715,000 3,518,561
SCIH Salt Holdings Inc. 4.875% 0.02562 3,770,000 3,514,687
LCM Investments Holdings II LLC 8.25% 0.02557 3,345,000 3,508,062
MTN Mauritius Investments LTD 6.5% 0.02537 3,485,000 3,480,742
CULLIGAN TERM B 1LN 07/30/28 0.02536 7,012,663 3,479,045
Banco Mercantile del Norte SA Grand Cayman Branch 6.75% 0.02533 3,500,000 3,474,994
Braskem Netherlands Finance B V 7.25% 0.02531 3,610,000 3,473,250
Cheever Escrow Issuer LLC 7.125% 0.02528 3,445,000 3,468,240
Sagicor Financial Co Ltd. 5.3% 0.02513 3,595,000 3,448,275
Bayer AG 5.375% 0.02512 3,300,000 3,446,425
Atlas Luxco 4 S A R L / Allied Universal Holdco Llc / Allied Universal Fina 0.02510 3,736,000 3,443,584
Volkswagen International Finance N.V. 7.875% 0.02506 2,800,000 3,438,469
CORELOGIC TERM B 1LN 06/02/28 0.02498 7,045,233 3,427,191
PETRONAS Capital Ltd. 3.404% 0.02490 4,990,000 3,416,482
Global Partners LP / GLP Finance Corp. 8.25% 0.02482 3,315,000 3,405,346
Egypt (Arab Republic of) 7.5% 0.02481 5,040,000 3,404,600
Government National Mortgage Association 2.5% 0.02469 3,985,119 3,387,386
Indonesia (Republic of) 4.35% 0.02467 3,895,000 3,385,142
McLaren Finance PLC 7.5% 0.02459 3,860,000 3,373,640
Sitios Latinoamerica S.A.B. De C.V 5.375% 0.02448 3,575,000 3,359,337
Egypt (Arab Republic of) 7.903% 0.02446 4,675,000 3,356,233
Barbados (Government Of) 6.5% 0.02444 3,535,000 3,353,275
OCP SA 3.75% 0.02431 3,820,000 3,335,440
Turkey (Republic of) 5.75% 0.02423 4,290,000 3,324,588
Dominican Republic 6.85% 0.02420 3,300,000 3,320,657
Unisys Corp. 6.875% 0.02406 3,685,000 3,301,475
City Football Tm B 1ln 07/30 0.02401 6,656,844 3,293,824
Federal Home Loan Mortgage Corp. 2.5% 0.02391 3,724,190 3,281,025
Meituan LLC 3.05% 0.02386 3,705,000 3,273,141
Grupo Kuo S.A.B. de C.V. 5.75% 0.02383 3,380,000 3,269,158
Cascades Inc. 5.125% 0.02382 3,310,000 3,268,242
Federal Home Loan Mortgage Corp. 3.023% 0.02377 3,303,285 3,261,728
Venture Global Calcasieu Pass LLC 3.875% 0.02375 3,525,000 3,259,146
Graphic Packaging International LLC 3.75% 0.02372 3,585,000 3,254,438
Abu Dhabi National Energy Company 4.696% 0.02369 3,320,000 3,250,122
Ukraine (Republic of) 7.75% 0.02364 8,945,000 3,243,481
MARB BondCo PLC 3.95% 0.02363 3,925,000 3,241,682
Minerva Luxembourg S.A. 8.875% 0.02362 3,080,000 3,240,371
NCR Voyix Corporation 5% 0.02359 3,385,000 3,236,840
Serbia (Republic Of) 6% 0.02355 3,250,000 3,231,862
Buffalo Energy Mexico Holding S A De C V 7.875% 0.02352 3,075,000 3,227,497
Benin (The Republic of) 4.875% 0.02350 3,510,000 3,224,475
Federal Home Loan Mortgage Corp. 3% 0.02349 3,536,645 3,222,352
Costa Rica (Republic Of) 7.3% 0.02346 3,030,000 3,218,984
Mexico (United Mexican States) 4.875% 0.02344 3,425,000 3,215,823
WESTINGHOUSE TM B 1LN 1/20/31 0.02341 6,478,756 3,211,796
Cascades Inc. 5.375% 0.02339 3,310,000 3,209,078
Synaptics Incorporated 4% 0.02337 3,500,000 3,206,418
Venture Global Calcasieu Pass LLC 4.125% 0.02335 3,525,000 3,204,401
Panama (Republic of) 2.252% 0.02334 4,345,000 3,203,028
Ecopetrol S.A. 4.625% 0.02329 3,870,000 3,195,292
TRITON WTR TERM B 1LN 3/31/28 0.02327 6,436,482 3,192,432
Fnma Pass-Thru I 6% 0.02326 3,112,265 3,190,772
SM Energy Co. 6.75% 0.02317 3,175,000 3,178,417
Saudi Arabia (Kingdom of) 3.625% 0.02317 3,315,000 3,178,678
Acnr Holdings Inc 0.02316 69,613 3,178,212
Saudi Arabia (Kingdom of) 5% 0.02315 3,580,000 3,176,103
Nigeria (Federal Republic of) 0% 0.02315 6,029,985,000 3,176,085
TRANSDIGM INC 1 TERM I 08/28 0.02312 6,395,683 3,172,512
CNX Resources Corporation 6% 0.02309 3,200,000 3,167,552
VTR Finance N.V. 6.375% 0.02309 3,510,000 3,167,658
CSN Resources S.A. 5.875% 0.02303 3,790,000 3,160,429
Abu Dhabi (Emirate of) 3% 0.02302 4,675,000 3,159,027
Jordan (Kingdom Of) 7.75% 0.02302 3,150,000 3,158,917
IHS Netherlands Holdco BV 8% 0.02300 3,265,000 3,155,161
Access Holdings PLC 6.125% 0.02297 3,327,000 3,151,819
Turkey (Republic of) 7.625% 0.02291 3,075,000 3,143,788
Nigeria (Federal Republic of) 7.143% 0.02278 3,580,000 3,125,883
Philippines (Republic Of) 5.609% 0.02278 3,005,000 3,124,979
Brazil (Federative Republic) 6% 0.02277 3,180,000 3,124,282
Commerzbank AG 6.5% 0.02269 2,700,000 3,113,740
Hilton Domestic Operating Co Inc. 3.75% 0.02264 3,350,000 3,105,783
Lvmh Moet Hennessy Louis Vuitton SE 0.02262 4,400 3,103,595
Kenya (Republic of) 9.75% 0.02262 3,280,000 3,104,218
Chesapeake Energy Corporation 5.875% 0.02256 3,115,000 3,095,757
Ardagh Metal Packaging Finance PLC / Ardagh Metal Packaging Finance USA LLC 0.02251 3,920,000 3,088,668
JSC National Company KazMunayGas 3.5% 0.02249 3,745,000 3,085,734
BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico 8 0.02249 2,930,000 3,085,758
Panama (Republic of) 8% 0.02248 2,860,000 3,083,857
Mdgh Gmtn (Rsc) Ltd 5.5% 0.02243 2,985,000 3,078,126
Peru (Republic Of) 3.3% 0.02242 4,050,000 3,076,714
Greensaif Pipelines Bidco S.a r.l. 6.51% 0.02234 2,955,000 3,065,614
Sri Lanka (Democratic Socialist Republic of) 7.85% 0.02232 5,440,000 3,062,648
Ghana (Republic of) 10.75% 0.02219 4,545,000 3,044,717
Uruguay (Republic Of) 5.75% 0.02217 2,875,000 3,041,411
Triton Water Holdings Inc. 6.25% 0.02214 3,135,000 3,037,579
Dubai (Government Of) 5.25% 0.02214 3,180,000 3,037,334
Vestel Electronik Sanayi ve Ticaret A.S. 9.75% 0.02213 3,045,000 3,036,207
Trident TPI Holdings Inc 12.75% 0.02203 2,765,000 3,022,513
Corporacion Nacional del Cobre de Chile 5.95% 0.02203 2,985,000 3,023,226
Fnma Pass-Thru I 3% 0.02200 3,426,339 3,018,059
Posco 5.75% 0.02190 2,950,000 3,005,170
Fnma Pass-Thru I 2% 0.02187 3,493,287 3,001,184
Federal Home Loan Mortgage Corp. 3.6% 0.02187 3,031,523 3,000,734
Export Credit Bank of Turkey, Inc. 9% 0.02179 2,875,000 2,989,789
2 Year Treasury Note Future Sept 24 0.02174 2,052 2,983,232
Gabonese (Republic of) 6.625% 0.02172 4,070,000 2,980,259
CNX Resources Corporation 7.375% 0.02171 2,885,000 2,978,498
Geo Group Tm B 1ln 04/14/2029 0.02169 3,875,938 2,975,857
Government National Mortgage Association 2.5% 0.02169 3,500,611 2,975,549
Colombia (Republic Of) 8% 0.02169 2,860,000 2,975,616
Westlake Corp 0.02166 20,100 2,971,986
Staples Tm B 1ln 09/10/29 0.02158 6,445,000 2,960,989
NEW FORTRESS EN TM B 1LN 10/28 0.02156 6,074,475 2,958,718
Spirit IP Cayman Ltd / Spirit Loyalty Cayman Ltd 8% 0.02152 4,670,462 2,952,906
Carnival Corporation 7% 0.02151 2,830,000 2,951,826
Angi Group Llc 3.875% 0.02148 3,385,000 2,947,277
Noble Finance II LLC. 8% 0.02147 2,805,000 2,945,730
Royal Caribbean Group 7.25% 0.02147 2,810,000 2,945,119
Federal Home Loan Mortgage Corp. 3.5% 0.02145 3,144,097 2,943,334
JAZZ PHARMA TM B 1LN 5/28 0.02143 5,935,001 2,939,797
Open Text Holdings Inc 4.125% 0.02141 3,220,000 2,936,946
Windsor Holdings III LLC 8.5% 0.02140 2,790,000 2,936,492
United States Treasury Notes 1.625% 0.02134 3,093,000 2,927,839
Dominican Republic 7.05% 0.02132 2,795,000 2,925,777
OneMain Financial Corporation 4% 0.02131 3,340,000 2,923,685
Abu Dhabi National Energy Company 4.375% 0.02123 2,970,000 2,912,688
Diamond Foreign Asset Co. / Diamond Finance LLC 8.5% 0.02122 2,735,000 2,911,531
Cosan Luxembourg S.A. 7.25% 0.02122 2,870,000 2,911,585
Banco de Credito e Inversiones Miami Branch 8.75% 0.02120 2,785,000 2,909,391
Pacific Gas and Electric Company 4.3% 0.02116 3,690,000 2,903,164
Aeropuertos Dominicanos Siglo XXI SA 7% 0.02116 2,840,000 2,903,814
Weekley Homes LLC/Weekley Finance Corp. 4.875% 0.02113 3,045,000 2,898,922
Studio City Finance Limited 5% 0.02108 3,255,000 2,892,881
Saudi Arabia (Kingdom of) 5.75% 0.02106 2,960,000 2,889,948
W. R. Grace Holdings Llc 7.375% 0.02103 2,810,000 2,885,367
Orbia Advance Corp S A B De Cv 2.875% 0.02103 3,435,000 2,885,576
Philippines (Republic Of) 5.6% 0.02101 2,820,000 2,883,365
Valaris Ltd. 8.375% 0.02095 2,745,000 2,874,187
ATI Inc 7.25% 0.02092 2,745,000 2,869,945
Adient Global Holdings Ltd 7% 0.02090 2,805,000 2,867,119
Light & Wonder International Inc. 7.5% 0.02088 2,745,000 2,864,369
Macquarie Airfinance Holdings Ltd 6.5% 0.02088 2,760,000 2,864,322
Panama (Republic of) 7.875% 0.02088 2,695,000 2,864,300
Bancolombia SA 8.625% 0.02087 2,800,000 2,862,915
Hungary (Republic Of) 5.25% 0.02086 2,880,000 2,862,117
US Foods Inc 7.25% 0.02085 2,735,000 2,860,277
Colombia (Republic Of) 8.75% 0.02084 2,695,000 2,859,057
Mineral Resources Ltd. 8% 0.02083 2,785,000 2,858,374
CLARIVATE TERM B 1LN 01/31/31 0.02081 5,766,463 2,854,688
LGI Homes Inc 8.75% 0.02075 2,680,000 2,847,369
Williams Scotsman Inc. 7.375% 0.02072 2,735,000 2,843,569
Sealed Air Corp. / Sealed Air Corp. US 6.125% 0.02066 2,815,000 2,834,457
Fresnillo PLC 4.25% 0.02066 3,785,000 2,835,065
Gabonese (Republic of) 7% 0.02066 3,880,000 2,835,084
ASCEND LEARNING TM B 1LN 12/28 0.02065 5,724,090 2,833,626
Galaxy Pipeline Assets Bidco Ltd. 2.16% 0.02064 3,286,172 2,831,424
ASSUREDPARTNER TM B5 1LN 02/31 0.02060 5,695,725 2,827,081
XPO Inc 6.25% 0.02056 2,790,000 2,820,389
Talos Prodtn Inc 9.375% 0.02055 2,660,000 2,819,199
Embraer Netherlands Finance B.V. 6.95% 0.02054 2,725,000 2,818,509
Sunoco LP / Sunoco Finance Corp 7% 0.02050 2,735,000 2,813,232
HF Sinclair Corp. 6.375% 0.02048 2,780,000 2,809,501
Federal Home Loan Mortgage Corp. 3% 0.02047 2,950,964 2,808,027
Bombardier Inc. 6% 0.02046 2,815,000 2,806,916
FLUTTER ENTERTA TM B 1LN 11/30 0.02046 5,670,505 2,806,959
Advanced Drainage System Inc 6.375% 0.02040 2,780,000 2,798,618
Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp. 6% 0.02037 2,815,000 2,794,733
Auna S A 10% 0.02036 2,724,200 2,793,184
Federal Home Loan Mortgage Corp. 3.35% 0.02035 2,900,000 2,792,188
Tenet Healthcare Corporation 6.75% 0.02033 2,715,000 2,789,787
Topbuild Corporation 3.625% 0.02033 3,030,000 2,789,247
OneMain Financial Corporation 7.875% 0.02033 2,675,000 2,789,129
Foundation Building Materials Inc 6% 0.02031 3,110,000 2,787,110
Healthequity Inc 4.5% 0.02025 2,950,000 2,778,782
NextEra Energy Operating Partners LP 7.25% 0.02025 2,675,000 2,778,602
UNITED AIRLINES TM B 1LN 02/31 0.02025 4,384,012 2,778,850
NRG Energy, Inc. 3.375% 0.02020 3,080,000 2,772,018
Northern Oil And Gas, Inc. 8.125% 0.02019 2,715,000 2,770,320
Ardagh Metal Packaging Finance PLC / Ardagh Metal Packaging Finance USA LLC 0.02018 2,785,000 2,768,382
Camposol S.A. 6% 0.02018 3,128,000 2,769,247
Ecopetrol S.A. 8.375% 0.02018 2,790,000 2,769,197
Mdgh Gmtn (Rsc) Ltd 4.375% 0.02018 2,925,000 2,768,243
South Africa (Republic of) 5% 0.02013 3,845,000 2,761,566
Nortonlifelock Tm B 1ln 09/29 0.02012 5,585,713 2,761,145
Corporacion Nacional del Cobre de Chile 6.3% 0.02012 2,750,000 2,760,356
Alibaba Group Holding Ltd. 2.125% 0.02007 3,260,000 2,754,176
Uruguay (Republic Of) 9.75% 0.02007 110,760,000 2,753,062
Garden SpinCo Corp 8.625% 0.02004 2,545,000 2,748,979
Corporacion Nacional del Cobre de Chile 3.15% 0.02004 3,075,000 2,749,165
Israel (State Of) 5.75% 0.02001 2,975,000 2,745,082
Bahamas (Commonwealth of) 6% 0.02000 2,980,000 2,744,122
Federal National Mortgage Association 5% 0.02000 2,769,651 2,743,956
GTCR AP Finance Inc 8% 0.01985 2,715,000 2,723,821
Cnx Midstream Partners Lp 4.75% 0.01984 2,970,000 2,721,565
180 Medical Incorporated 3.875% 0.01979 2,995,000 2,715,086
TransDigm, Inc. 6.625% 0.01975 2,650,000 2,710,491
Azul Secured Finance LLP 11.93% 0.01974 2,850,000 2,707,924
CPI CG Inc. 10% 0.01972 2,595,000 2,705,287
PT Freeport Indonesia 6.2% 0.01970 2,720,000 2,702,894
WHATABRANDS TM B 1LN 08/03/28 0.01969 5,455,687 2,701,027
AssuredPartners Inc 7.5% 0.01966 2,650,000 2,697,992
Hess Midstream Operations LP 5.5% 0.01965 2,775,000 2,695,843
Teva Pharmaceutical Finance Netherlands III B.V. 5.125% 0.01963 2,775,000 2,693,332
Fnma Pass-Thru I 5% 0.01963 2,703,776 2,692,949
Ivory Coast (Republic Of) 8.25% 0.01963 2,790,000 2,692,662
Mexico (United Mexican States) 6.338% 0.01960 2,810,000 2,689,539
Poland (Republic of) 5.5% 0.01960 2,745,000 2,689,155
Bombardier Inc. 7.25% 0.01958 2,610,000 2,686,893
EQUATE Petrochemical B.V. 2.625% 0.01953 2,960,000 2,679,569
Hightower Holding LLC 6.75% 0.01952 2,870,000 2,678,452
Corporacion Nacional del Cobre de Chile 5.125% 0.01944 2,775,000 2,666,939
ATI Inc 4.875% 0.01935 2,795,000 2,654,726
Saudi Arabia (Kingdom of) 4.625% 0.01930 3,095,000 2,648,376
GTT REMAINCO LLC 1LN 12/30/27 0.01926 2,846,878 2,642,842
Fnma Pass-Thru I 2% 0.01926 3,089,739 2,642,898
Antofagasta PLC 5.625% 0.01921 2,640,000 2,636,116
Federal National Mortgage Association 3.5% 0.01919 2,714,878 2,633,178
United States Treasury Bills 0% 0.01915 2,660,000 2,628,104
DOTDASH MEREDIT TM B 1LN 12/28 0.01910 5,304,219 2,620,158
Turkey (Republic of) 6.625% 0.01900 3,000,000 2,607,298
Federal Home Loan Mortgage Corp. 3.117% 0.01899 2,710,000 2,605,786
Occidental Petroleum Corporation 7.2% 0.01897 2,440,000 2,603,130
South Africa (Republic of) 4.85% 0.01895 2,690,000 2,599,505
ARCLIN TERM B 1LN 09/30/28 0.01889 5,249,259 2,592,490
State Oil Company of the Azerbaijan Republic 6.95% 0.01889 2,515,000 2,591,895
Egypt (Arab Republic of) 0% 0.01883 146,850,000 2,583,109
Greystar Real Estate Partners LLC 7.75% 0.01882 2,435,000 2,582,030
Federal National Mortgage Association 3% 0.01880 2,822,355 2,578,797
CHEMOURS TM B2 1LN 8/10/28 0.01879 5,221,318 2,578,148
OCP SA 6.75% 0.01879 2,485,000 2,578,020
Fnma Pass-Thru I 5% 0.01877 2,576,683 2,576,027
Dominican Republic 5.875% 0.01877 2,970,000 2,575,685
Avantor Funding Inc 3.875% 0.01874 2,790,000 2,570,811
COX MEDIA TM B 1LN INCR 12/26 0.01874 6,209,639 2,571,352
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 3% 0.01863 2,800,550 2,555,807
MEG Energy Corporation 7.125% 0.01861 2,520,000 2,552,863
Grifols S.A. 4.75% 0.01859 2,795,000 2,550,155
RENAISSANCE LEARN TM 1LN 04/30 0.01858 5,142,483 2,549,807
Banco del Estado de Chile 7.95% 0.01856 2,485,000 2,547,034
Senegal (Republic of) 6.25% 0.01850 3,030,000 2,538,917
South Africa (Republic of) 5.875% 0.01849 2,695,000 2,537,128
Millicom International Cellular SA 7.375% 0.01849 2,545,000 2,536,940
CLARIOS TERM B 1LN 05/06/30 0.01845 3,835,388 2,530,838
FEL Energy VI S.a r.l. 5.75% 0.01842 2,770,304 2,527,880
Benin (The Republic of) 7.96% 0.01837 2,710,000 2,520,837
Intelligent Packaging Limited Finco Inc / Intelligent Packaging Limited Co- 0.01836 2,570,000 2,518,950
Compass Group Diversified Holdings LLC 5% 0.01835 2,765,000 2,517,763
El Salvador (Republic of) 9.25% 0.01834 2,770,000 2,515,838
Lamb Weston Holdings Inc 4.375% 0.01833 2,790,000 2,514,746
Summit Midstream Corporation 13.03083% 0.01833 1,711,000 2,515,170
SFR TERM B14 1LN 08/15/28 0.01825 6,649,298 2,503,759
Bloomin Brands Inc / OSI Restaurant Partners LLC 5.125% 0.01822 2,720,000 2,499,630
Deere & Co 0.01816 6,700 2,492,266
Tencent Holdings Ltd. 1.81% 0.01813 2,605,000 2,487,065
Chile (Republic Of) 2.75% 0.01812 2,635,000 2,486,557
Crocs Inc 4.125% 0.01805 2,820,000 2,476,723
Romania (Republic Of) 8% 0.01805 10,700,000 2,476,162
Talos Prodtn Inc 9% 0.01801 2,345,000 2,470,848
Sampo PLC 2.5% 0.01798 2,579,000 2,466,454
HEXION TM 1LN 03/15/29 0.01797 5,026,338 2,465,284
CrownRock LP 5% 0.01793 2,450,000 2,460,168
Turkey (Republic of) 26.2% 0.01789 82,770,000 2,454,763
Federal Home Loan Mortgage Corp. 1.5% 0.01787 2,951,484 2,451,504
GTT Communications Inc 0.01781 86,938 2,443,537
Clearway Energy Operating LLC 3.75% 0.01776 2,795,000 2,437,323
Windstream Escrow LLC / Windstream Escrow Finance Corp 7.75% 0.01774 5,100,000 2,434,198
BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico 5 0.01774 2,615,000 2,434,111
Berlin Pack Tm B7 1ln 06/07/31 0.01772 4,895,395 2,431,338
Uniti Group LP/Uniti Fiber Holdings Inc/Uniti Group Finance 2019 Inc/CSL Ca 0.01770 3,390,000 2,428,752
CABINETWORKS TERM B 1LN 5/28 0.01768 6,171,589 2,425,813
Hologic Inc 4.625% 0.01767 2,505,000 2,425,099
Federal Home Loan Mortgage Corp. 3.12% 0.01764 2,500,000 2,420,168
Network I2I Ltd. 3.975% 0.01761 2,535,000 2,415,739
Eskom Holdings SOC Limited 8.45% 0.01751 2,350,000 2,402,804
Venezuela (Republic Of) 11.95% 0.01750 13,520,000 2,400,619
Exxon Mobil Corp 0.01749 40,902 2,400,074
RED ROCK RES TM B 1LN 03/31 0.01744 4,832,888 2,393,358
SUBCOM TERM B 1LN 01/30/2031 0.01744 4,810,000 2,392,496
Guatemala (Republic of) 4.9% 0.01744 2,510,000 2,392,698
Ukraine (Republic of) 7.75% 0.01738 3,920,000 2,385,297
Clean Harbors, Inc. 6.375% 0.01732 2,350,000 2,376,609
Romania (Republic Of) 3% 0.01731 2,536,000 2,375,426
Costa Rica (Republic Of) 5.625% 0.01723 2,610,000 2,363,535
Dominican Republic 4.5% 0.01722 2,550,000 2,363,255
Uniti Group LP/Uniti Fiber Holdings Inc/Uniti Group Finance 2019 Inc/CSL Ca 0.01721 3,620,000 2,360,996
FOUNDATION TM B2 1LN 01/27/31 0.01719 4,815,888 2,359,085
Federal National Mortgage Association 1.5% 0.01718 2,838,071 2,357,303
Federal Home Loan Mortgage Corp. 1.5% 0.01717 2,835,952 2,355,542
EQUATE Petrochemical B.V. 4.25% 0.01717 2,425,000 2,355,684
Jamaica (Government of) 7.875% 0.01716 1,995,000 2,354,518
HESM HOLDCO TERM B 1LN 9/29/28 0.01715 4,718,156 2,352,555
PETRONAS Capital Ltd. 3.5% 0.01713 2,515,000 2,351,014
GTT COMMUNICATION TM 1LN 06/28 0.01712 4,075,325 2,348,541
Federal Home Loan Mortgage Corp. 5% 0.01712 2,357,905 2,348,463
ATI Inc 5.125% 0.01706 2,480,000 2,340,879
Egypt (Arab Republic of) 7.6003% 0.01706 2,520,000 2,340,171
Vertiv Term B 1ln 03/02/2027 0.01702 4,707,113 2,335,567
Hungary (Republic Of) 6.125% 0.01702 2,280,000 2,335,495
Echo L Tsfr3m+475 1ln 11/23/28 0.01701 4,716,000 2,333,489
South Africa (Republic of) 4.85% 0.01699 2,510,000 2,331,667
Federal Home Loan Mortgage Corp. 1.5% 0.01695 2,799,790 2,325,506
NBK Tier 1 Ltd. 3.625% 0.01694 2,490,000 2,324,731
SS&C TECHNOL TERM B8 1LN 05/31 0.01691 4,673,952 2,320,593
TROPICANA TERM 1LN 01/24/2029 0.01689 4,231,007 2,316,973
PT Freeport Indonesia 4.763% 0.01687 2,350,000 2,314,170
Federal National Mortgage Association 1.5% 0.01684 2,781,631 2,310,424
Intelsat Jackson Holdings SA 6.5% 0.01683 4,905,000 2,308,869
Nuvei Term B1 1ln 07/19/31 0.01678 4,665,000 2,302,484
FRONTIER TERM B 1LN 07/01/31 0.01677 4,625,000 2,301,346
Hertz Corp. 5% 0.01667 3,460,000 2,286,886
Abu Dhabi Developmental Holding Co. PJSC 5.5% 0.01667 2,220,000 2,286,802
Angola (Republic of) 8.75% 0.01663 2,570,000 2,281,974
Federal Home Loan Mortgage Corp. 5% 0.01662 2,288,703 2,280,968
Chile (Republic Of) 4.34% 0.01662 2,615,000 2,279,868
CAST & CREW TM B INC 1LN 12/28 0.01660 4,597,483 2,277,941
Papa John's International Inc. 3.875% 0.01659 2,555,000 2,276,092
Federal National Mortgage Association 1.5% 0.01654 2,732,356 2,269,496
California Resources Corp Ordinary Shares - New 0.01649 88,871 2,262,002
Federal National Mortgage Association 1.5% 0.01648 2,722,552 2,261,352
Federal National Mortgage Association 1.5% 0.01645 2,717,412 2,257,083
Romania (Republic Of) 6.625% 0.01641 2,190,000 2,251,224
OTP Bank Nyrt 8.75% 0.01639 2,150,000 2,249,246
Turkey (Republic of) 9.125% 0.01634 2,030,000 2,242,493
SHEARER'S FOODS TM B 1LN 02/31 0.01628 3,530,000 2,233,402
Tennessee Valley Authority 5.25% 0.01625 2,106,000 2,229,358
TOPGLF CLL TERM B 1LN 03/09/30 0.01622 4,484,062 2,225,071
Kontoor Brands Inc 4.125% 0.01621 2,420,000 2,224,410
Open Text Holdings Inc 4.125% 0.01616 2,490,000 2,216,765
CAMPING WORLD TM B 1LN 06/28 0.01615 4,680,906 2,216,091
Guatemala (Republic of) 6.125% 0.01615 2,420,000 2,216,378
Philippines (Republic Of) 2.65% 0.01608 3,325,000 2,206,032
Alcoa Nederland Holding B.V. 7.125% 0.01606 2,135,000 2,203,797
ModivCare Inc 5% 0.01603 3,250,000 2,199,548
Petrorio Luxembourg Trading S.A.R.L 6.125% 0.01599 2,225,000 2,193,844
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 3.5% 0.01599 2,324,835 2,193,333
Colombia (Republic Of) 3.25% 0.01595 2,805,000 2,188,095
Shriram Finance Ltd. 6.625% 0.01588 2,175,000 2,179,123
GACI First Investment Co. 5.25% 0.01580 2,155,000 2,168,490
Dominican Republic 6.6% 0.01580 2,112,000 2,167,883
Mineral Resources Ltd. 8.5% 0.01571 2,065,000 2,156,059
Federal Home Loan Mortgage Corp. 2.5% 0.01567 2,418,713 2,150,547
DIGICERT TERM 1LN 10/16/2026 0.01556 4,634,461 2,134,412
Bausch Health Companies Inc. 11% 0.01551 2,275,000 2,128,262
Oil & Gas Hldg Co B S C 8.375% 0.01550 1,985,000 2,126,746
Braskem Netherlands Finance B V 5.875% 0.01548 2,860,000 2,124,014
Nigeria (Federal Republic of) 7.696% 0.01544 2,730,000 2,119,037
Alcoa Nederland Holding B.V. 6.125% 0.01540 2,110,000 2,113,321
Hertz Corp. 4.625% 0.01540 2,800,000 2,112,549
Saudi Arabian Oil Company 3.5% 0.01536 3,270,000 2,107,001
Delta Air Lines Inc 0.01524 48,600 2,090,772
El Salvador (Republic of) 7.1246% 0.01519 3,170,000 2,083,873
Colombia (Republic Of) 7.5% 0.01516 2,055,000 2,079,651
Federal Home Loan Mortgage Corp. 2.5% 0.01512 2,343,722 2,074,349
AMWINS TERM B 1LN 02/19/28 0.01511 4,184,456 2,073,441
Suzano Austria GmbH 3.75% 0.01509 2,340,000 2,070,690
CAESARS ENT TM B1 1LN 02/06/31 0.01505 4,169,550 2,064,941
Nigeria (Federal Republic of) 6.5% 0.01505 2,250,000 2,065,591
Dominican Republic 6.5% 0.01505 2,135,000 2,064,517
Armenia (Republic of) 3.6% 0.01497 2,505,000 2,054,495
FORMULA ONE TM B 1LN 01/15/30 0.01494 4,130,000 2,050,340
Paraguay (Republic of) 2.739% 0.01491 2,485,000 2,045,064
Ukraine (Republic of) 7.75% 0.01491 5,642,000 2,045,804
CHTR COMM TERM B2 1LN 02/01/27 0.01488 4,130,960 2,041,721
Cetera Term 1ln 08/09/2030 0.01487 4,197,063 2,040,375
Sasol Financing USA LLC 5.5% 0.01485 2,355,000 2,038,183
Prosus NV 2.031% 0.01484 2,295,000 2,035,846
Indonesia (Republic of) 3.2% 0.01477 3,110,000 2,027,174
Abu Dhabi National Energy Company 4.875% 0.01476 2,020,000 2,025,089
IMPERIAL DADE TM 1LN 12/25/28 0.01471 4,071,994 2,018,118
COHERENT TM B 1LN 07/02/29 0.01470 4,069,326 2,016,533
Angola (Republic of) 9.375% 0.01465 2,395,000 2,010,567
Hungary (Republic Of) 3.125% 0.01465 3,170,000 2,010,384
Corporacion Nacional del Cobre de Chile 6.44% 0.01464 1,925,000 2,009,059
Pacific Gas and Electric Company 3.95% 0.01462 2,711,000 2,005,888
Transocean Inc. 8.5% 0.01459 1,955,000 2,001,347
Transocean Inc. 8.25% 0.01455 1,955,000 1,996,419
Inversiones CMPC SA 3% 0.01454 2,340,000 1,995,038
Bahrain (Kingdom of) 7.5% 0.01447 1,925,000 1,985,056
Colombia Telecomunicaciones S.A. E.S.P. 4.95% 0.01441 2,325,000 1,977,286
Paraguay (Republic of) 5.4% 0.01439 2,220,000 1,974,244
Poland (Republic of) 5.5% 0.01436 2,005,000 1,970,690
Fnma Pass-Thru I 2% 0.01433 2,298,022 1,965,680
Fnma Pass-Thru I 5% 0.01432 1,973,128 1,965,227
Ukraine (Republic of) 7.253% 0.01430 6,430,000 1,962,723
Diamond Sports Group LLC / Diamond Sports Finance Co 15.44304% 0.01427 2,641,407 1,957,430
Greensaif Pipelines Bidco S.a r.l. 5.8528% 0.01426 1,955,000 1,956,122
Charles River Laboratories International, Inc. 4.25% 0.01420 2,045,000 1,947,863
OCP SA 7.5% 0.01417 1,890,000 1,944,251
Moog Inc. 4.25% 0.01413 2,025,000 1,938,343
OLDCASTLE BUILD TM B 1LN 04/29 0.01413 3,952,094 1,939,315
Turkey (Republic of) 5.25% 0.01413 2,085,000 1,938,163
Varsity Brnds Tm B 1ln 7/26/31 0.01407 3,925,000 1,930,778
Pertamina Geothermal Energy Tbk 5.15% 0.01407 1,940,000 1,930,978
Chile (Republic Of) 3.5% 0.01406 2,180,000 1,928,626
BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico 5 0.01404 1,950,000 1,925,734
Digicert Term B 2ln 02/19/29 0.01400 4,508,409 1,920,316
UNITED PLANET FIT TM 1LN 12/26 0.01398 4,293,976 1,917,515
Pci Pharma Term 1ln 11/30/2027 0.01397 3,860,815 1,916,436
Philippines (Republic Of) 5.5% 0.01397 1,885,000 1,917,366
AADVANTAGE TERM B 1LN 04/20/28 0.01390 3,731,250 1,907,730
Saudi Arabia (Kingdom of) 4.5% 0.01387 2,345,000 1,903,533
Paraguay (Republic of) 6% 0.01387 1,860,000 1,902,369
Asbury Automotive Group, Inc. 4.5% 0.01385 1,987,000 1,900,326
Tencent Holdings Ltd. 3.975% 0.01382 1,960,000 1,895,896
Federal Home Loan Mortgage Corp. 3% 0.01379 2,078,186 1,892,113
Turkey (Republic of) 6% 0.01376 1,900,000 1,888,202
Bayer AG 6.625% 0.01375 1,700,000 1,887,127
Saudi Arabian Oil Company 4.375% 0.01372 2,280,000 1,882,043
Roller Bearing Company of America Inc. 4.375% 0.01371 2,015,000 1,880,987
Broadstreet Trm B4 1ln 6/14/31 0.01371 3,797,705 1,881,670
Kondor Finance plc 7.625% 0.01370 2,355,000 1,879,349
Empresa Nacional del Petroleo 5.95% 0.01368 1,885,000 1,877,526
OPEN TEXT TM B 1LN 01/31/30 0.01366 3,768,878 1,874,082
ENSEMBLE HEALTH TM B 1LN 08/29 0.01360 3,757,023 1,865,733
Embraer Netherlands Finance B.V. 5.4% 0.01359 1,875,000 1,864,536
Asbury Automotive Group, Inc. 4.75% 0.01356 1,980,000 1,860,546
Macquarie Airfinance Holdings Ltd 6.4% 0.01350 1,805,000 1,852,470
PT Pertamina (Persero) 4.175% 0.01349 2,365,000 1,851,211
Virtu Financial Tm B 1ln 06/31 0.01347 3,740,000 1,848,822
Bimbo Bakeries USA, Inc. 5.375% 0.01345 1,845,000 1,845,047
ELLUCIAN TM B 1LN 10/07/29 0.01337 3,680,680 1,833,959
Hungarian Export-Import Bank Plc 6.125% 0.01337 1,825,000 1,834,717
Federal National Mortgage Association 2.5% 0.01337 2,128,569 1,834,390
UBER TERM B 1LN 03/03/30 0.01335 3,683,642 1,831,024
1-800 CONTACTS TM B 1LN 10/27 0.01332 3,680,309 1,827,437
Posco 5.875% 0.01331 1,750,000 1,825,949
Aegea Finance S.a r.l. 9% 0.01331 1,740,000 1,826,829
Federal National Mortgage Association 2% 0.01327 2,293,375 1,820,955
Federal National Mortgage Association 2.5% 0.01327 2,046,666 1,820,111
MSCI Inc. 4% 0.01326 1,920,000 1,818,812
DEL MONTE FOODS TM B 1LN 05/29 0.01323 4,889,994 1,814,686
ENLYTE TM B 1LN 06/17/31 0.01322 3,710,000 1,814,460
Federal National Mortgage Association 3% 0.01319 1,981,311 1,810,262
ANASTASIA BEV TERM B 1LN 08/25 0.01318 5,340,638 1,807,962
FOUR SEASONS TM B 1LN 11/29 0.01315 3,636,221 1,804,609
DELEK TERM B 1LN 11/19/29 0.01315 3,639,575 1,804,095
Omnia Partn Term B 1ln 7/25/30 0.01314 3,636,053 1,802,511
VIRGIN MEDIA TM Y 1LN 03/06/31 0.01311 3,820,000 1,799,325
Federal Home Loan Mortgage Corp. 3.25% 0.01310 1,934,240 1,796,830
ARCONIC TM B 1LN 08/30 0.01309 2,843,548 1,795,502
Davita Inc 3.75% 0.01308 2,075,000 1,794,928
Bank Gospodarstwa Krajowego 5.375% 0.01304 1,780,000 1,789,473
NGPL Pipe Co LLC 4.875% 0.01301 1,800,000 1,784,389
Panama (Republic of) 4.5% 0.01299 2,510,000 1,782,408
PTT Treasury Center Co Ltd. 3.7% 0.01296 2,530,000 1,778,818
GOLDEN ENTERTAI TM B 1LN 05/30 0.01295 3,593,700 1,777,070
KLOECKNER PENTA TM B 1LN 2/26 0.01295 3,042,601 1,777,030
Prosus NV 4.193% 0.01292 2,005,000 1,772,545
Jones Deslauriers Insurance Management Inc. 10.5% 0.01286 1,645,000 1,764,455
CINEWORLD TM EXIT 1LN 7/31/28 0.01285 3,518,624 1,762,543
Panama (Republic of) 6.853% 0.01285 1,865,000 1,762,725
Hungary (Republic Of) 2.125% 0.01284 2,190,000 1,762,011
Darktrace Term 1ln 07/02/2031 0.01282 3,605,000 1,759,237
Medline Term 1ln 10/21/2028 0.01281 3,550,000 1,757,920
Federal Home Loan Mortgage Corp. 3.43% 0.01276 1,800,000 1,750,353
MIWD Holdco II LLC & MIWD Finance Corp. 5.5% 0.01270 1,865,000 1,742,091
Federal National Mortgage Association 2.5% 0.01265 1,979,370 1,735,878
Federal National Mortgage Association 3.25% 0.01258 1,873,908 1,725,488
HIGHTOWER TERM B 1LN 4/21/28 0.01257 3,484,853 1,724,745
Chile Electricity Luxembourg Mpc S.a.r.l. 6.01% 0.01257 1,688,750 1,724,068
Bank Gospodarstwa Krajowego 6.25% 0.01247 1,630,000 1,711,226
Applovin Term B 1ln 8/19/30 0.01244 3,443,157 1,706,750
Joann Inc 0.01235 1,482,415 1,694,392
ANGUS CHEMICAL TM B 1LN 11/27 0.01231 3,419,320 1,689,063
All-Star Bid Term B1 1ln 11/28 0.01230 3,405,686 1,687,249
OCP SA 5.125% 0.01222 2,190,000 1,676,676
PRIMIENT TM B 1LN 04/29 0.01221 3,381,055 1,675,648
GRAHAM PACK TRM B 1LN 08/04/27 0.01221 3,384,358 1,675,042
RESTAURANT TM B5 1LN 09/23/30 0.01217 3,393,142 1,670,071
API GROUP DE TERM B 1LN 1/3/29 0.01217 3,366,525 1,669,480
Ghana (Republic of) 7.75% 0.01205 3,290,000 1,653,246
JSC National Company KazMunayGas 5.75% 0.01196 1,885,000 1,641,599
TRICORBRAUN TERM 1LN 03/03/28 0.01194 3,324,391 1,638,305
Egypt (Arab Republic of) 0% 0.01193 89,350,000 1,636,377
Fnma Pass-Thru I 2% 0.01184 1,900,733 1,624,659
WHP TM B 1LN 02/27 0.01181 3,273,725 1,619,848
New Cineworld Ltd 0.01168 191,905 1,602,842
Colombia (Republic Of) 8% 0.01167 1,530,000 1,601,008
Aeropuerto Internacional de Tocumen, S.A. 5.125% 0.01166 2,115,000 1,600,141
Government National Mortgage Association 2% 0.01161 1,920,463 1,593,612
Fnma Pass-Thru I 2.5% 0.01158 1,807,383 1,588,358
IVC TM B 1LN 12/06/28 0.01149 3,174,070 1,576,428
CSN Resources S.A. 8.875% 0.01149 1,575,000 1,576,532
CONVERGINT TM B 1LN 03/31/2028 0.01146 2,190,656 1,572,284
ROSEN TERM B 1LN 03/24/31 0.01144 3,155,000 1,570,204
CABLE & WIRELE TM B5 1LN 01/28 0.01144 3,235,000 1,569,345
Federal Home Loan Mortgage Corp. 2.5% 0.01144 1,770,320 1,569,617
Hungary (Republic Of) 6.75% 0.01140 1,450,000 1,563,942
Sri Lanka (Democratic Socialist Republic of) 6.825% 0.01135 2,785,000 1,557,500
Assetmark Financi Tm 1ln 06/31 0.01132 3,170,000 1,552,839
FILTRATION GRP TM B 1LN 10/28 0.01130 3,116,658 1,550,057
Bermuda (Government of) 5% 0.01129 1,590,000 1,549,397
New Cotai Llc / Cap P/P 0.01128 2,242,893 1,547,596
ENTAIN TERM B 1LN 10/31/2029 0.01127 3,122,330 1,546,544
Saudi Arabian Oil Company 5.875% 0.01127 1,590,000 1,546,629
Federal Home Loan Mortgage Corp. 2.5% 0.01125 1,755,651 1,542,895
WHITE CAP TM B 1LN 10/19/29 0.01124 3,142,984 1,541,549
NOURYON TERM B 1LN 04/03/28 0.01123 3,099,596 1,540,881
Reladyne Term B 1ln 12/26/2028 0.01121 3,101,602 1,538,517
SWEETWATER BORRO TM B 1LN 8/28 0.01120 3,118,036 1,537,027
Prosus NV 3.061% 0.01115 1,850,000 1,529,403
Aramark Term B8 1ln 06/24/30 0.01113 3,082,636 1,527,584
MATTRESS FIRM TM B 1LN 9/24/28 0.01110 3,080,008 1,523,234
UNIVAR TM B 1LN 08/01/30 0.01110 3,056,938 1,522,307
ORGANON TERM B 1LN 05/17/2031 0.01110 3,065,097 1,522,305
SOTHEBY'S TERM B 1LN 01/15/27 0.01108 2,393,675 1,519,629
CHARTER NEXT TM B 1LN 12/01/27 0.01106 3,053,010 1,516,937
Uzbekistan (The Republic of) 3.9% 0.01106 1,855,000 1,517,923
LIGHT & WONDER TM B 1LN 04/29 0.01101 3,034,754 1,510,989
Bgis Term 1ln 05/31/28 0.01101 2,394,000 1,510,198
Chile (Republic Of) 4% 0.01100 1,910,000 1,508,757
EMBECTA TM B 1LN 03/31/29 0.01094 3,183,083 1,501,178
ALLEN MEDIA TM B 1LN 02/10/27 0.01088 4,571,108 1,492,786
Braskem Idesa SAPI 6.99% 0.01083 1,965,000 1,485,793
EPIC Y-GRADE TM B 1LN 06/29 0.01081 3,000,000 1,483,710
Guatemala (Republic of) 6.6% 0.01081 1,465,000 1,483,761
Forward Air Tm B 1ln 12/19/30 0.01077 3,255,756 1,477,891
Bombardier Inc. 7.125% 0.01076 1,458,000 1,476,884
ARRAY TECHNOLO TM B 1LN 10/27 0.01073 2,976,862 1,472,591
TAYLOR MADE TERM B 1LN 2/7/29 0.01068 3,016,618 1,465,584
Flexera Softwar Tm B 1ln 03/28 0.01068 2,952,827 1,465,450
Metinvest B.V. 8.5% 0.01068 1,825,000 1,465,498
South Africa (Republic of) 5.65% 0.01068 1,905,000 1,465,604
CCO Holdings, LLC/ CCO Holdings Capital Corp. 5.375% 0.01065 3,160,000 1,461,724
Federal Home Loan Mortgage Corp. 2.5% 0.01064 1,679,674 1,460,408
DELTA AIR LINES TM B 1LN 10/27 0.01061 2,027,564 1,455,743
New Fortress Energy Inc. 6.5% 0.01060 3,160,000 1,453,884
Upfield Term B7 1ln 01/03/28 0.01058 2,927,315 1,452,064
Colombia (Republic Of) 7.375% 0.01056 1,475,000 1,449,288
NCR ATLEOS TM B 1LN 03/72/29 0.01051 2,879,700 1,442,096
Federal Home Loan Mortgage Corp. 3% 0.01047 1,577,617 1,435,975
Nexa Resources SA 6.75% 0.01047 1,420,000 1,436,538
Epicor Software Term 1ln 05/31 0.01046 2,882,857 1,435,360
Colombia (Republic Of) 4.125% 0.01042 2,355,000 1,429,480
Federal Home Loan Mortgage Corp. 2% 0.01040 1,662,222 1,427,544
TORY BURCH TERM B 1LN 04/14/28 0.01032 2,861,500 1,416,317
CHARTER COM TM B4 1LN 12/09/30 0.01024 2,865,600 1,404,734
Borr Ihc Ltd. 10.375% 0.01013 1,326,990 1,390,195
ALTERRA MOUNTAIN TM 1LN 8/28 0.01012 2,796,719 1,388,155
Petroleos Mexicanos 6.5% 0.01010 2,000,000 1,385,870
BOMBARDIER REC TM B3 1LN 12/29 0.01009 2,800,339 1,384,867
Costa Rica (Republic Of) 6.125% 0.01009 1,370,000 1,384,384
RESTAURANT TECH TM B 1LN 03/29 0.01008 2,896,315 1,382,874
Sri Lanka (Democratic Socialist Republic of) 6.2% 0.01005 2,485,000 1,378,869
Nigeria (Federal Republic of) 7.875% 0.01003 1,590,000 1,375,920
Advanced Drainage System Inc 5% 0.00999 1,400,000 1,371,098
Tapestry Inc 0.00993 34,000 1,363,060
RACKSPACE FIN TL B 1LN 05/28 0.00991 6,190,076 1,359,698
Egypt (Arab Republic of) 0% 0.00990 72,600,000 1,358,949
Sri Lanka (Democratic Socialist Republic of) 7.55% 0.00988 2,430,000 1,355,938
Solmax Term B 1ln 05/27/28 0.00986 2,808,771 1,352,222
Federal Home Loan Mortgage Corp. 1.5% 0.00986 1,628,681 1,352,783
CHOBANI TERM B 1LN 10/23/27 0.00983 2,716,803 1,348,126
WHP TERM B 1LN 02/15/27 0.00982 2,736,715 1,347,363
VISTRA ENERGY TM B-3 1LN 12/30 0.00979 2,707,100 1,342,963
Fnma Pass-Thru I 2.5% 0.00974 1,517,605 1,337,015
Petroleos de Venezuela SA 6% 0.00974 11,650,000 1,336,443
Kenya (Republic of) 6.3% 0.00969 1,785,000 1,329,324
DAVITA TERM B1 1LN 05/09/31 0.00967 2,685,000 1,326,433
Hertz Corp. 12.625% 0.00965 1,245,000 1,324,016
Federal Home Loan Mortgage Corp. 2.5% 0.00960 1,519,337 1,317,004
ADVANTAGE SALES TM B 1LN 10/27 0.00959 2,768,033 1,315,133
AMERICAN TRAILER TM B 1LN 3/28 0.00957 2,720,000 1,312,984
CARDENAS TONY'S TM 1LN 8/01/29 0.00956 2,644,678 1,311,158
Federal Home Loan Mortgage Corp. 2.5% 0.00956 1,464,469 1,311,975
Homeserve Term B 1ln 10/21/30 0.00950 2,629,410 1,303,069
NEXSTAR BROAD TM B4 1LN 09/26 0.00948 2,620,340 1,300,441
Oman (Sultanate Of) 5.375% 0.00948 1,305,000 1,301,372
LONZA SPECIALTY TM B 1LN 07/28 0.00946 2,711,675 1,298,124
Lenovo Group Ltd. 5.875% 0.00945 1,295,000 1,296,647
Guatemala (Republic of) 5.375% 0.00943 1,340,000 1,293,250
ASCEND LEARNING TM 2LN 12/29 0.00941 2,705,000 1,291,596
Romania (Republic Of) 3.375% 0.00940 1,755,000 1,290,150
AECOM TERM B 1LN 01/23/27 0.00936 2,591,463 1,284,404
GENESEE & WYOMI TM B 1LN 04/31 0.00936 2,595,000 1,284,064
Federal Home Loan Mortgage Corp. 2.5% 0.00935 1,431,292 1,283,548
INEOS QUATTRO TM B 1LN 4/02/29 0.00932 2,587,750 1,278,825
Federal National Mortgage Association 2.5% 0.00930 1,450,679 1,276,126
Canacol Energy Ltd. 5.75% 0.00928 2,525,000 1,272,758
Fnma Pass-Thru I 5% 0.00926 1,275,400 1,270,293
YAHOO MEDIA TERM B2 1LN 09/27 0.00925 3,205,000 1,268,674
Bermuda (Government of) 3.375% 0.00925 1,825,000 1,268,885
Fnma Pass-Thru I 2.5% 0.00923 1,433,907 1,266,414
VIVINT/APX TERM B 1LN 7/9/28 0.00922 2,552,919 1,264,770
REYNOLDS TERM B 1LN 01/30/2027 0.00915 2,530,915 1,255,910
Oman (Sultanate Of) 6.5% 0.00912 1,235,000 1,250,816
Fnma Pass-Thru I 3% 0.00910 1,364,138 1,248,481
CROCS TERM B 1LN 02/20/29 0.00909 2,505,356 1,246,946
Fnma Pass-Thru I 2.5% 0.00902 1,393,403 1,238,043
Tullow Oil PLC 7% 0.00902 1,285,000 1,236,964
CLUBCORP TERM B 1LN 09/18/26 0.00900 2,481,451 1,234,741
BERRY GLOBAL TM AA 1LN 7/1/29 0.00899 2,485,106 1,232,957
INTRAFI NETWORK TM 2LN 11/29 0.00898 2,500,000 1,232,677
STETSON MIDSTRE TM B 1LN 10/28 0.00891 2,457,530 1,222,984
Fnma Pass-Thru I 5% 0.00887 1,223,635 1,216,441
ELANCO ANML HLTH TM B 1LN 8/27 0.00883 2,452,111 1,211,588
CONSTANT CO TERM B 1LN 2/10/28 0.00882 2,515,715 1,209,518
Bahrain (Kingdom of) 5.625% 0.00882 1,330,000 1,210,629
Empresa Nacional del Petroleo 6.15% 0.00882 1,195,000 1,209,931
Federal National Mortgage Association 2% 0.00876 1,464,410 1,201,554
MKS INSTRUMENTS TM B 1LN 08/29 0.00872 2,410,726 1,196,567
ENDO TM B-EXIT 1LN 04/23/31 0.00866 2,395,000 1,187,517
Pakistan (Islamic Republic of) 6.875% 0.00857 1,375,000 1,176,152
Optiv Term B 1ln 07/31/26 0.00856 2,649,299 1,174,876
Altice France S.A 5.125% 0.00854 2,120,000 1,171,838
CREATIVE PLAN TM B 1LN 05/31 0.00849 2,355,000 1,165,144
Philippines (Republic Of) 2.95% 0.00847 1,655,000 1,162,013
United Pacific Tm B 1ln 07/31 0.00846 2,340,000 1,160,733
ION ANALYTICS TERM 1LN 2/16/28 0.00845 1,734,375 1,158,794
SEDGWICK TERM B 1LN 02/24/2028 0.00845 2,339,154 1,158,866
Federal National Mortgage Association 2% 0.00843 1,278,812 1,156,416
Usi Term B 1ln 09/27/30 0.00839 2,322,479 1,150,605
Cordoba (Province Of) 6.875% 0.00835 1,237,382 1,145,505
VESTIS CORP TM B 1LN 02/24/31 0.00834 2,324,175 1,144,741
Fnma Pass-Thru I 2.5% 0.00833 1,285,147 1,143,464
Fnma Pass-Thru I 2.5% 0.00831 1,293,762 1,139,809
Ion Trading Term 1ln 04/03/28 0.00828 2,300,998 1,136,707
Turkey (Republic of) 37% 0.00828 38,515,000 1,135,448
Oman (Sultanate Of) 7% 0.00827 1,060,000 1,135,365
Federal National Mortgage Association 2% 0.00824 1,377,992 1,130,647
VIRGIN MEDIA TERM N 01/31/28 0.00823 2,373,792 1,128,950
Federal Home Loan Mortgage Corp. 5% 0.00821 1,127,009 1,126,371
Sunnova Energy Corp. 5.875% 0.00814 1,350,000 1,116,451
ATLAS AIR TERM B 1LN 03/17/30 0.00811 2,257,250 1,113,330
RV RETLR LLC 1 TERM B 02/08/21 0.00809 2,505,130 1,109,393
El Salvador (Republic of) 7.65% 0.00809 1,490,000 1,109,539
VERRA MOBIL TM B2 1LN 3/27/28 0.00808 2,232,933 1,108,320
Wcg Purchaser Tm B 1ln 1/8/27 0.00806 2,232,030 1,105,530
Federal National Mortgage Association 2.5% 0.00799 1,249,378 1,096,638
MARRIOTT VAC TM B 1LN 04/01/31 0.00797 2,200,000 1,093,551
TELEVISAUNIVISION TRM 1LN 6/29 0.00795 1,877,900 1,090,617
SIMON & SCHUSTER TM 1LN 10/30 0.00789 2,179,538 1,083,164
Bakelite Term 1ln 05/29/2029 0.00788 2,175,471 1,081,811
Griffon Tm B 1ln 01/24/29 0.00787 2,182,692 1,079,548
Scripps Escrow II Inc 3.875% 0.00785 1,655,000 1,076,680
Jordan (Kingdom Of) 7.375% 0.00785 1,240,000 1,076,755
Uzbekistan (The Republic of) 3.7% 0.00785 1,300,000 1,076,742
Trans Union Tm B8 1ln 06/06/31 0.00782 2,170,330 1,073,047
Ghana (Republic of) 8.627% 0.00782 2,150,000 1,072,346
Delrin Term 1ln 11/01/30 0.00779 2,154,600 1,068,938
Romania (Republic Of) 2% 0.00778 1,290,000 1,067,262
Seplat Energy PLC 7.75% 0.00773 1,080,000 1,059,989
ASURION TL B11 1LN 8/19/28 0.00772 2,149,321 1,058,555
Federal Home Loan Mortgage Corp. 2.5% 0.00772 1,190,387 1,059,229
A-Gas Term B 1ln 12/14/29 0.00771 2,224,988 1,057,234
Petroleos de Venezuela SA 6% 0.00771 9,300,000 1,057,583
FOCUS FINA TERM B 1LN 06/24/28 0.00770 2,137,791 1,056,600
WOOD MACKENZIE TM B 1LN 02/31 0.00769 2,125,000 1,055,661
Federal National Mortgage Association 2% 0.00767 1,289,064 1,052,271
Jordan (Kingdom Of) 7.5% 0.00764 1,060,000 1,047,867
Corporacion Nacional del Cobre de Chile 3% 0.00763 1,175,000 1,047,198
Federal National Mortgage Association 2.5% 0.00758 1,183,461 1,040,045
Federal National Mortgage Association 2.5% 0.00758 1,150,432 1,040,340
Echo Global Lo Tm 2ln 11/29 0.00756 2,095,000 1,036,612
Esdec Solar Term B 1ln 08/28 0.00750 2,237,384 1,029,569
Unit Corp Ordinary Shares New 0.00749 28,630 1,028,103
Pactiv Evergr Term B4 1ln 9/28 0.00749 2,074,542 1,027,988
Fnma Pass-Thru I 2.5% 0.00748 1,160,284 1,026,928
Tk Elevator Tm B 1ln 04/11/30 0.00747 2,062,343 1,025,392
Joann Term Exit 1ln 04/28/28 0.00745 2,234,550 1,022,736
Romania (Republic Of) 4% 0.00741 1,450,000 1,017,014
EDP-Energias de Portugal SA 5.943% 0.00738 900,000 1,013,181
Fnma Pass-Thru I 2.5% 0.00734 1,131,232 1,006,518
Federal Home Loan Mortgage Corp. 2% 0.00733 1,146,232 1,005,674
Chart Industries Tm B 1ln 3/30 0.00729 2,014,255 999,778
UNIVISION TERM B 1LN 3/24/26 0.00728 2,021,664 999,334
Federal Home Loan Mortgage Corp. 2.5% 0.00727 1,111,734 997,146
HILTON GRAND TM B 1LN 01/17/31 0.00725 2,009,962 995,072
AIT WORLDWIDE TM 1LN 4/28 0.00724 2,006,427 993,282
Nigeria (Federal Republic of) 0% 0.00723 1,931,500,000 991,805
TRAVELPORT TERM 1LN 09/29/28 0.00721 2,235,800 989,202
INTRAFI NETWORK TM B 1LN 12/28 0.00719 1,995,000 986,638
Federal National Mortgage Association 2% 0.00719 1,077,334 986,126
Tnt Crane & Rigg Term 2ln 4/25 0.00714 2,112,680 979,397
Fnma Pass-Thru I 6% 0.00714 962,787 979,852
BRIGHTSPRING HLTH TM 1LN 02/31 0.00711 1,970,062 974,851
CDK GLOBAL TERM B 1LN 07/06/29 0.00710 1,990,941 974,602
ARDENT TERM B 1LN 08/24/28 0.00705 1,948,884 967,206
Asplundh Term B 1ln 05/23/2031 0.00704 1,949,025 965,270
PF CHANGS TERM B 1LN 03/01/26 0.00695 1,956,782 953,698
ALIXPARTNERS TERM B 1LN 02/28 0.00694 1,917,369 952,125
Ukraine (Republic of) 7.375% 0.00694 3,110,000 952,413
CABLE & WIRELE TM B6 1LN 10/29 0.00692 1,940,000 948,984
Qwest Corporation 7.25% 0.00689 955,000 945,846
Hexion Term 2ln 02/09/30 0.00686 2,105,000 940,872
Johnstone Supply Tm B 1ln 5/31 0.00685 1,895,000 939,526
SOVOS COMPLIANCE TM B 1LN 8/28 0.00682 1,896,085 936,077
Del Mont Tm B Filo 1ln 08/28 0.00682 2,132,488 936,028
ICU MEDICAL TERM B 1LN 1/29 0.00681 1,888,916 934,407
Fnma Pass-Thru I 2% 0.00681 1,084,632 933,873
WATERBRIDGE MID TM B 1LN 06/29 0.00680 1,895,000 933,132
Genesys Term B 1ln 12/1/27 0.00677 1,866,945 928,490
Fnma Pass-Thru I 5% 0.00676 927,973 927,447
Indonesia (Republic of) 6.625% 0.00671 821,000 921,089
US Treasury Bond Future Sept 24 0.00667 272 915,348
Amynta Term B 1ln 02/28/28 0.00665 1,841,994 912,727
Myeyedr Term B 1ln 04/07/31 0.00665 1,842,444 912,603
Kenya (Republic of) 7.25% 0.00665 1,010,000 912,423
JANE STREET TERM B 1LN 01/28 0.00661 1,830,515 907,284
Kosmos Energy Ltd 7.5% 0.00660 945,000 905,255
Studio City International Holdings Ltd ADR 0.00655 133,400 898,742
Fnma Pass-Thru I 2% 0.00655 934,066 898,519
Spirit IP Cayman Ltd / Spirit Loyalty Cayman Ltd 8% 0.00654 1,420,000 897,797
Gen Bridge Term B 1ln 08/07/29 0.00654 1,802,088 897,626
Archkey Term B 1ln 06/30/2028 0.00653 1,806,343 896,581
AMENTUM TERM B 1LN 02/15/29 0.00649 1,794,486 890,012
Cloud Software Group Inc. 8.25% 0.00649 1,734,000 890,165
Federal National Mortgage Association 2% 0.00646 1,032,563 886,782
Federal Home Loan Mortgage Corp. 2.5% 0.00642 997,653 881,118
GREYSTAR REAL TM B 1LN 08/30 0.00639 1,767,008 876,506
Godaddy Term B7 1ln 06/2/2031 0.00633 1,755,000 868,379
Playcore Term B 1ln 02/14/30 0.00631 1,740,638 866,224
Mongolia (Government of) 7.875% 0.00631 840,000 866,299
PG&E TERM B 1LN 06/23/2027 0.00630 1,740,000 864,185
RYAN SPEC TERM B 1LN 9/1/27 0.00628 1,735,794 861,022
Spectrum Brands, Inc. 3.875% 0.00626 1,025,000 858,702
EP Energy Corp Ordinary Shares - Class A (New) 0.00623 627,330 854,710
POWER STOP TM 1LN 01/24/29 0.00623 1,782,026 855,299
Diamond Sports Tm Dip 08/27 0.00616 1,287,810 845,102
Ford Motor Credit Company LLC 8.3082% 0.00614 1,650,000 842,128
Aecom Term B 2ln 01/31/2028 0.00612 1,689,851 840,323
FOCUS FINANCIAL TM B7 1LN 6/28 0.00611 1,695,039 838,542
LASERSHIP TERM 2LN 05/07/2029 0.00608 2,500,000 834,101
Romania (Republic Of) 7.125% 0.00603 775,000 827,686
Draslovka Hold Tm B 1ln 12/26 0.00602 1,795,454 826,208
Brazil (Federative Republic) 7.125% 0.00600 835,000 822,943
HAH GRP HLD CO TERM 1LN 10/27 0.00599 1,660,513 821,281
Studio City Intlhldgs Adr 144a 0.00595 121,177 816,394
VIALTO TM 1LN 04/29/29 0.00595 2,123,590 816,964
Gentiva Tm B 1ln 02/11/28 0.00591 1,632,353 811,561
Nouryon Term B 1ln 04/03/2028 0.00590 1,627,700 808,918
TROPICANA TERM 2LN 01/24/30 0.00588 2,185,000 806,133
Sotera Health Tm B 1ln 05/31 0.00585 1,625,000 802,800
Lids Holdings Tm 1ln 12/14/26 0.00585 1,627,366 802,205
Learning Care Tm B 1ln 08/28 0.00584 1,612,833 801,825
WORLDWIDE EXPR TERM 1LN 07/28 0.00576 1,593,768 790,083
Argus Media Tm B 1ln 02/03/31 0.00574 1,591,012 787,237
UNITED RENTALS TM B 1LN 02/31 0.00573 1,576,050 786,657
Covanta Term B 1ln 11/30/28 0.00571 1,581,355 783,218
Novae Term 1ln 12/22/28 0.00569 1,582,152 780,411
TTM TECHNOLOGIES TM B 1LN 5/30 0.00566 1,568,543 776,119
MITER BRANDS TM B2 1LN 03/31 0.00566 1,225,000 777,173
ALTICE USA TERM B6 1LN 01/28 0.00563 1,629,178 772,877
Federal Home Loan Mortgage Corp. 2.5% 0.00560 874,384 768,422
STANDARD INDUSTR TM B 1LN 9/28 0.00552 1,528,377 757,508
Soliant Term 1ln 06/20/31 0.00549 1,520,000 752,574
ATHLETICO PHYS TM B 1LN 02/29 0.00548 1,895,165 751,593
ASURION TM B10 1LN 8/17/28 0.00545 1,525,326 747,543
Caesars Entertainment Inc New 7% 0.00545 1,465,000 747,774
ANGUS CHEMICAL TM 2LN 11/28 0.00543 1,575,000 744,572
CCO Holdings, LLC/ CCO Holdings Capital Corp. 5% 0.00542 1,580,000 744,279
CEC Entertainment Inc 0.00539 105,486 739,078
PATAGONIA TM B 1LN 8/1/29 0.00538 1,610,184 738,467
Intrafi Term B 1ln 07/31/31 0.00536 1,505,000 735,370
Affinity Gaming 6.875% 0.00535 1,700,000 733,425
Liftoff Term B 1ln 09/30/2028 0.00528 1,533,563 724,611
Celtic Resources Holdings Designated Activity Co. 4.125% 0.00527 5,060,000 723,611
Premier Entertainment Subordinated Llc / Premier Entertainment Finance Corp 0.00525 1,015,000 719,772
RACKSPACE TM B SPR PR 1LN 5/28 0.00525 1,441,708 720,495
FRONERI TERM B 1LN 02/01/2027 0.00522 1,445,360 716,005
Fnma Pass-Thru I 6.5% 0.00521 696,983 715,445
TENCATE TM B 1LN 02/31 0.00519 1,439,731 712,382
Federal Home Loan Mortgage Corp. 2.5% 0.00517 803,595 709,728
El Salvador (Republic of) 6.375% 0.00517 780,000 709,752
Icon Term B 1ln 07/03/28 0.00516 1,423,341 708,111
Del Monte Escr Tm B 1ln 08/28 0.00513 1,604,396 704,228
KAMAN TERM B 1LN 04/21/2031 0.00513 1,415,000 703,646
Entain Term B4 1ln 03/16/2027 0.00509 1,409,374 698,527
TRANS UNION TM B 1LN 12/01/28 0.00508 1,408,512 697,284
Godaddy Term B6 1ln 11/12/2029 0.00504 1,395,279 691,555
EMPIRE TODAY TM B 1LN 04/01/28 0.00497 1,855,413 681,378
Jd Power Term B 1ln 07/02/31 0.00493 1,365,000 676,628
R1 Rcm Term B 1ln 06/21/29 0.00492 1,358,089 674,929
Navacord Term B 1ln 03/15/30 0.00492 1,363,150 674,490
Applovin Term B 1ln 10/25/2028 0.00491 1,356,794 673,306
Indicor Term 1ln 11/23/29 0.00491 1,357,881 673,005
Cloud Software Group Inc. 9% 0.00491 1,370,000 674,088
La Fitness Term B 1ln 02/12/29 0.00488 1,356,600 669,571
CONAIR TERM B 1LN 5/17/28 0.00486 1,397,219 666,411
JSC National Company KazMunayGas 5.375% 0.00486 685,000 666,568
Fnma Pass-Thru I 2% 0.00484 733,809 663,576
Zambia (Republic Of) 5.75% 0.00484 761,359 664,468
Portland General Electric Co 0.00482 13,962 661,520
NORTHEAST GROCE TM B 1LN 12/28 0.00479 1,309,969 657,899
Vericast Term 1ln 06/16/26 0.00479 1,347,023 657,624
Ukraine (Republic of) 7.75% 0.00478 2,095,000 655,161
Ali Group Term B 1ln 07/22/29 0.00477 1,317,832 654,662
El Salvador (Republic of) 7.625% 0.00477 935,000 653,817
SEAWORLD TM B 1LN 08/25/28 0.00476 1,320,881 652,759
OCP Clo 2017-14 Ltd / LLC 6.55% 0.00475 753,000 651,961
Dayforce Tm B 1ln 03/31 0.00475 1,315,000 651,479
Government National Mortgage Association 2% 0.00473 781,604 648,580
WEBER-STEPHEN TM B 1LN 10/27 0.00472 1,417,375 646,969
HILTON TERM B 1LN 11/08/30 0.00467 1,292,849 640,908
WELLPET TERM B 1LN 12/21/27 0.00462 1,684,832 633,581
CHROMALLOY TM B 1LN 03/31 0.00459 1,295,000 630,357
AVANTOR TERM B6 1LN 11/08/2027 0.00459 1,266,733 630,349
WORLDWIDE EXPR TM B 2LN 07/29 0.00457 1,295,000 627,153
Warrant on Southeastern Grocers 0.00454 584,047 623,441
UFC TERM B 1LN 04/29/26 0.00453 1,254,059 621,802
SMYRNA READY MI TM B 1LN 04/29 0.00451 1,245,184 619,201
PAR PACIFIC TM B 1LN 02/28/30 0.00447 1,234,375 613,826
Lebanese Republic 6.375% 0.00446 8,768,000 612,245
CHAMBERLAIN GRP TM B 1LN 11/28 0.00441 1,221,938 604,805
California Res ([Wts/Rts]) 0.00439 42,144 602,470
Copeland Term B 1ln 06/18/2031 0.00438 1,215,000 601,185
MORTON TERM B 1LN 03/16/27 0.00438 1,211,188 601,037
AIR CANADA TM B 1LN 03/21/31 0.00438 1,211,962 600,684
Medco Oak Tree Pte Ltd 7.375% 0.00438 597,000 600,737
TMK Pao 4.3% 0.00438 4,020,000 601,511
TELEVISAUNIVISI TM B 1LN 01/29 0.00437 1,245,000 599,797
Cpm Holdings Term 1ln 09/28/28 0.00434 1,223,548 595,202
LES SCHWAB TM B 1LN 4/16/31 0.00433 1,200,000 593,763
NUTRISYSTEM TERM B 1LN 04/27 0.00432 2,012,235 593,353
CALPINE CONSTR TM B 1LN 07/30 0.00432 1,200,000 593,086
Univision Communications Inc. 6.625% 0.00432 1,205,000 593,340
Ukraine (Republic of) 6.876% 0.00425 1,910,000 583,017
Helios Software Holdings Inc / Ion Corporate Solutions Finance SARL 8.75% 0.00423 1,135,000 579,823
Nigeria (Federal Republic of) 0% 0.00423 1,174,705,000 580,069
Ontic Term B 1ln 10/31/30 0.00422 1,165,000 578,918
ECL ENTERTAIN TM B 1LN 08/30 0.00421 1,165,025 577,899
Erm Term B 1ln 7/12/28 0.00419 1,159,496 575,156
GEMINI HDPE TM B 1LN 12/11/27 0.00417 1,155,722 572,569
AHEAD TM B 1LN 1/24/31 0.00417 1,155,000 572,109
Aventiv Term 2ln 11/01/2025 0.00416 7,487,074 570,512
PACIFIC DENTAL TM B 1LN 03/31 0.00415 1,147,125 569,422
Hertz Corporation 7.125% 0.00414 6,315,000 568,350
STG LOGISTICS TM 1LN 98.5 3/28 0.00413 1,466,250 566,619
USIC HLDNGS TM B 1LN 05/14/28 0.00411 1,178,939 564,383
PIKE TERM B 1LN 01/21/28 0.00407 1,123,630 558,116
Waterbridge Ndb Tm B 1ln 05/29 0.00405 1,120,000 555,564
JPMorgan Chase & Co. 6.1% 0.00405 1,130,000 555,925
Chg Helthcr Tm B2 1ln 09/29/28 0.00404 1,120,000 554,528
AMER SPORTS TM B 1LN 02/31 0.00404 1,122,188 554,106
YAHOO MEDIA TERM B1 1LN 09/27 0.00403 1,404,371 552,435
Pitney Bowes Term B 1ln 03/28 0.00402 1,118,429 552,250
ALTICE FINANCIN TM B 1LN 10/27 0.00401 1,291,091 550,197
Driven Holdings Tm B 1ln 12/28 0.00400 1,117,388 549,199
Citrix Term B 1ln 03/24/31 0.00400 1,105,000 548,605
Bay Club Term B 1ln 6/30/31 0.00397 1,095,000 544,068
Ineos Quattro Term 1ln 3/01/30 0.00394 1,094,940 540,197
INTL SOS/AEA TM B 1LN 10/02/28 0.00393 1,087,144 539,267
Petroleos de Venezuela SA 5.375% 0.00391 4,800,000 536,273
Ngp Midstream Tm B 1ln 7/18/31 0.00388 1,080,000 532,383
J & J VENTURES GAMING LLC 9.70819% 0.00382 1,065,330 524,492
TALLGRASS ENERGY TM 1LN 08/29 0.00381 1,057,350 522,918
Hertz Corporation 6% 0.00379 5,785,000 520,650
Harbor Frght Tm B 1ln 06/05/31 0.00375 1,055,000 514,959
Darktrace Term 2ln 7/2/2032 0.00375 1,050,000 514,347
Aventiv Term Flso 1ln 07/31/25 0.00372 773,167 510,703
Resideo Tech Tm B 1ln 05/31 0.00371 1,030,000 509,010
NRG Energy, Inc. 3.875% 0.00370 582,000 508,282
TRAVERSE MIDSTRE TM B 1LN 2/28 0.00369 1,021,388 506,017
INTERNET BRANDS TM B 2LN 02/29 0.00368 1,030,000 505,029
Lebanese Republic 5.8% 0.00355 7,047,000 487,714
AMAWATERWAYS TM B 1LN 05/01/31 0.00349 965,000 479,075
Anticimex Term B6 1ln 11/16/28 0.00347 956,543 475,467
PCI GAMING TERM 1LN 05/29/26 0.00346 960,716 474,076
Acuris Finance US Inc / Acuris Finance S.a r.l. 9% 0.00346 955,000 474,899
Hamilton Term B 1ln 05/22/31 0.00345 950,000 474,030
COTIVITI INC TERM 1LN 05/01/31 0.00345 965,000 473,903
Motel 6 Term B 1ln 09/09/2026 0.00345 955,381 472,725
Masorange Term B 1ln 04/17/31 0.00344 952,612 472,534
Chg Healthcare Term 1ln 09/28 0.00344 951,858 471,344
HELP AT HOME TERM 1LN 10/29/27 0.00342 948,999 469,370
Tripadvisor Tm B 1ln 07/08/31 0.00342 950,000 469,278
New Fortress Energy Inc. 6.75% 0.00342 964,000 468,932
BROCK TM B 1LN 05/02/30 0.00341 940,000 467,440
Radnet Term B 1ln 04/10/2031 0.00340 940,000 466,626
Ahlstrom-Munk Tm 1ln 02/04/28 0.00334 924,801 457,882
Venezuela (Republic Of) 12.75% 0.00334 2,600,000 457,767
ASURION TERM B9 1LN 07/31/27 0.00333 933,884 457,380
Echo L Tsfr3m+800 2ln 11/23/29 0.00325 900,000 445,322
Kik Cons Term B 1ln 06/27/2031 0.00323 910,000 443,237
Bermuda (Government of) 2.375% 0.00322 520,000 441,719
UNITED PLA TM B 1LN 12/30/2026 0.00317 924,000 434,338
Solina Tm B 1ln 03/01/29 0.00315 870,000 432,093
Aircastle Limited 5.25% 0.00315 895,000 432,806
Arclin Term B 2ln 10/01/29 0.00312 930,000 427,955
Arcis Golf Term B 1ln 11/24/28 0.00307 850,160 421,187
PROMONTORY TERM B 1LN 11/08/26 0.00306 860,096 420,526
AVIENT TM B8 1LN 08/29/29 0.00306 846,265 419,731
Univision Communications Inc. 8% 0.00304 840,000 417,692
Carvana Co 5.625% 0.00304 859,000 417,572
Maximus Tm B 1ln 05/30/31 0.00303 840,000 415,896
AVIS BUDGET TM C 1LN 03/16/29 0.00303 839,821 415,808
BELRON TERM B 1LN 04/13/29 0.00303 836,550 415,136
Fnma Pass-Thru I 3.5% 0.00302 453,200 414,852
RUGSUSA TERM B 1LN 10/21/2028 0.00301 1,453,976 413,673
ACADEMY SPORT TERM B 1LN 11/27 0.00301 836,255 413,090
Ivirma Term B 1ln 3/10/31 0.00296 815,000 406,490
Federal Home Loan Mortgage Corp. 2% 0.00295 471,501 404,933
PREGIS TM B 1LN 08/26 0.00293 810,755 402,668
DAVE & BUSTER'S TM B 1LN 6/29 0.00292 807,651 400,599
RESOURCE LABEL TM B 1LN 07/28 0.00290 827,356 397,735
HERSCHEND FAM TM B 1LN 08/28 0.00288 797,228 395,705
Ukraine (Republic of) 7.75% 0.00287 1,260,000 394,035
Colonial First Term 1ln 12/28 0.00279 775,026 383,006
Transocean Poseidon Ltd 6.875% 0.00277 769,500 379,647
Federal Home Loan Mortgage Corp. 2.5% 0.00276 427,547 378,541
Federal Home Loan Mortgage Corp. 5% 0.00275 377,362 377,266
Colombia (Republic Of) 6.125% 0.00272 440,000 373,516
Hub Internation Tm B 1ln 06/30 0.00271 750,000 371,473
At Home Term B 1ln 07/24/28 0.00269 1,624,564 368,761
Aspire Bakeries Tm B 1ln 12/30 0.00268 743,138 367,861
CSC HOLDINGS TERM B-5 4/15/27 0.00267 870,513 366,458
Uc Hldgs 0.00265 560,355 364,231
KBR TERM B 1LN 01/21/2031 0.00265 733,162 362,952
COVANTA TM B 1LN 11/28 0.00263 728,406 360,933
CHOBANI 1LN TERM B 10/25/27 0.00263 726,350 360,748
Zambia (Republic Of) 0.5% 0.00263 714,768 360,735
Nord Anglia Edc Tm B 1ln 1/28 0.00261 720,203 358,418
Priority Tech Tm B 1ln 05/31 0.00261 725,000 357,537
CORPORATION SER TM B 1LN 11/29 0.00260 718,821 357,008
Bcp Renaissance Tm B 1ln 10/28 0.00259 715,723 355,470
CIENA TERM B 1LN 10/24/30 0.00259 714,727 355,308
Supplyone Term B 1ln 04/21/31 0.00255 703,238 349,704
Kodiak Term B2 1ln 03/13/2028 0.00254 703,238 348,545
Webpros Term B 1ln 03/19/31 0.00253 698,250 347,223
FLYNN RESTAURNT TM B 1LN 12/28 0.00253 699,427 346,598
EASTERN POWER TERM B 04/03/28 0.00252 699,916 345,888
Government National Mortgage Association 2% 0.00248 409,867 340,238
Federal Home Loan Mortgage Corp. 6% 0.00247 332,628 338,524
Byju's Term B 1ln 11/24/26 0.00242 3,023,738 332,146
Jd Power Term B 2ln 07/02/2032 0.00240 655,000 329,767
WINDSTREA TM B-EXT 1LN 9/21/27 0.00239 660,312 327,949
YUM BRANDS TM B 1LN 03/09/28 0.00235 652,909 322,793
Titan Acq Tm B 1ln 6/17/30 0.00233 644,055 319,776
US ANESTHESIA PAR TM 2LN 10/29 0.00232 775,000 318,282
AAdvantage Loyalty IP Ltd/ American Airlines Inc 5.5% 0.00231 644,583 316,806
US RADIOLOGY SP TM B 1LN 12/27 0.00229 634,689 314,400
Mks Instruments Tm B 1ln 08/29 0.00228 630,000 312,701
PROTECTIVE IND TM B 1LN 01/28 0.00227 630,362 310,931
Bw Gas Term B 1ln 3/17/28 0.00222 616,886 304,855
Tnt Crane & Rigging Llc 0.00220 188,360 301,971
Fnma Pass-Thru I 6% 0.00220 297,225 301,750
PALMER SQUARE LOAN FUNDING 2024-3 LTD 10.73661% 0.00219 605,000 299,968
Nord Anglia Edu Tm B 1ln 02/31 0.00214 590,000 294,123
CONVERGINT TECH TM 2LN 03/29 0.00214 630,000 293,801
WEBER-STEPHEN TM B 1LN 10/27 0.00211 635,283 289,950
Fnma Pass-Thru I 6% 0.00210 282,805 287,818
Federal National Mortgage Association 3% 0.00204 308,039 279,754
FORTRESS INVEST TM B 1LN 06/29 0.00202 556,904 276,858
PACIFIC BELLS TM B 1LN 10/28 0.00201 556,945 275,234
Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp. 5.5% 0.00197 280,000 270,158
United Fit Term 2ln 12/30/27 0.00196 750,000 269,049
Osmose Term B 1ln 06/23/2028 0.00192 535,703 263,135
Janus Term B 1ln 08/05/30 0.00191 528,000 261,828
RLG HOLDINGS TERM B 2LN 07/29 0.00191 590,000 261,427
Medline Borrower LLP / Medline Co-Issuer Inc. 6.25% 0.00182 495,000 249,909
TALEN ENG SUPP TM TLB 1LN 5/30 0.00177 240,935 243,306
FLUIDRA TERM B 1LN 01/27/29 0.00177 493,067 243,436
PREGIS TM B INCR 1LN 08/01/26 0.00176 486,250 241,801
Surgery Partners Tm 1ln 12/30 0.00175 484,650 240,298
ALLIANCE LNDRY TM B 1LN 10/27 0.00173 477,072 237,237
ECHO GLOBAL LGSTC TM 1LN 11/28 0.00171 478,963 235,177
Aventiv Term Flso 1ln 07/31/25 0.00164 338,578 224,761
Hertz Corporation 6.25% 0.00160 6,775,000 220,188
GOLDENTREE LOAN MANAGEMENT US CLO 21 LTD 11.02506% 0.00158 440,000 216,918
SBA Senior Finance II LLC 7.35% 0.00156 431,619 213,833
Hertz Corporation 5.5% 0.00155 6,540,000 212,550
LIBERTY LATIN TM 1LN 09/25/28 0.00144 420,000 197,166
Koppers Term B 1ln 4/10/30 0.00143 394,012 196,177
Federal Home Loan Mortgage Corp. 6% 0.00142 190,926 194,311
Diamond Sports Group LLC / Diamond Sports Finance Co 10.66247% 0.00137 19,325,070 188,182
FANATICS COM TM B 1LN 11/23/28 0.00136 378,428 186,545
TRANSDIGM TERM K 1LN 03/22/30 0.00132 364,200 180,717
8TH AVENUE FOOD TM 2LN 10/1/26 0.00131 410,000 179,602
Altice France S.A 9.58399% 0.00131 452,702 179,199
ICON TERM B 1LN 07/03/28 0.00129 354,626 176,426
Petroleos de Venezuela SA 12.75% 0.00126 1,258,333 172,594
Birch Grove CLO 4 Ltd / LLC 11.80137% 0.00126 347,000 172,215
JUICE PLUS+ TERM 11/20/27 0.00123 4,853,376 168,102
Skymiles IP Ltd. & Delta Air Lines Inc. 4.5% 0.00122 340,625 167,716
Digicel Ltd 0.00122 69,594 167,308
AHEAD TERM B 1LN 2/3/31 0.00122 339,150 167,992
TALEN ENER TM C-EXIT 1LN 05/30 0.00117 158,457 160,016
Fnma Pass-Thru I 3% 0.00114 177,761 156,857
TENCATE TM B 1LN DD 02/31 0.00114 315,269 155,996
Petroleos de Venezuela SA 9.75% 0.00113 1,265,000 155,211
Southwestern Energy Company 5.7% 0.00108 149,000 148,391
TCS Finance Designated Activity Company 6% 0.00108 2,960,000 147,635
WELLPET TERM B 2LN 12/21/28 0.00106 605,000 145,936
GOLDENTREE LOAN MANAGEMENT US CLO 21 LTD 9.57506% 0.00106 293,000 145,523
BOMBARDIER REC TM B4 1LN 01/31 0.00105 291,303 144,198
CHAMBERLAIN GRP TM B 1LN 10/28 0.00104 288,520 142,444
LIFE TIME FITNES TM B 1LN 1/26 0.00101 280,000 138,989
Federal Home Loan Mortgage Corp. 2.5% 0.00101 156,961 138,529
Vici Properties Inc 3.5% 0.00085 240,000 117,088
Ultra US Treasury Bond Future Sept 24 0.00083 33 113,413
Central Parent LLC / CDK Global II LLC / CDK Financing Co. 8% 0.00078 210,000 106,588
ASURION TERM B8 1LN 12/23/26 0.00077 214,316 105,586
APPLIED SYSTEMS TM 2LN 02/32 0.00072 95,000 98,385
United States Treasury Notes 2.625% 0.00063 90,000 86,502
1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. 5.75% 0.00058 160,000 79,052
El Salvador (Republic of) 0.25% 0.00056 2,770,000 77,369
RESIDEO TECHNOLOG TM 1LN 2/28 0.00052 143,705 71,165
Heubach Tm Initial Tl 12/49 0.00044 303,780 60,124
Covanta Term C 1ln 11/30/28 0.00044 121,180 60,018
HELP AT HOME TERM DD 1LN 10/27 0.00043 120,086 59,394
Alfa Bond Issuance Plc 6.95% 0.00036 982,000 48,979
Chesapeake Energy Corp 0.00026 928 35,049
Petroleos de Venezuela SA 5.5% 0.00025 315,000 34,564
Limetree Bay Cayman Ltd 0.00020 776 27,146
Byju's Alpha In Term Prepeti 0.00018 50,739 25,106
Epicor Software Tm Dd 1ln 5/31 0.00017 47,254 23,527
Cano Health Llc Wt 0.00016 4,969 21,466
COVANTA TM C 1LN 11/28 0.00014 39,803 19,723
Elah Holdings Inc 0.00011 517 15,510
Byju's Alp Tm Dd Dip Tl 2 4/26 0.00009 25,867 12,799
Byju's Alp Tm Dip Tm 1ln 04/26 0.00009 25,917 12,824
CUSHMAN & WKFILD TM B 1LN 1/27 0.00008 23,151 11,451
Air Canada Shs Voting and Variable Voting 0.00007 800 9,219
Carnelian Point Holdings Lp Wt 0.00007 5,676 9,003
HEUBACH GROUP TERM B 1LN 1/29 0.00006 1,226,144 7,584
Byju's Alpha In Term Bridge 0.00005 14,864 7,355
Purewest Energy Llc 0.00002 10,774 2,422
OEC Finance Limited 7.5% 0.00001 25,589 931
Tricer Holdco S.C.A. Pref Pp 0.00001 193,792,711 1,938
Sanchez Energy Corporation 7.25% 0.00000 12,834,000 1
Murray Energy Corporation 12% 0.00000 6,364,050 1
Murray Energy Corporation 11.25% 0.00000 5,925,000 1
iHeartMedia Inc 0.00000 26 46
Forbes Energy Services Ltd 0.00000 135,187 14
Tricer Holdco S.C.A Class A1 P 0.00000 403,760 4
Tricer Holdco S.C.A Class A2 P 0.00000 403,760 4
Tricer Holdco S.C.A Class A3 P 0.00000 403,760 4
Tricer Holdco S.C.A Class A4 P 0.00000 403,760 4
Tricer Holdco S.C.A Class A5 P 0.00000 403,760 4
Tricer Holdco S.C.A Class A6 P 0.00000 403,760 4
Tricer Holdco S.C.A Class A7 P 0.00000 403,760 4
Tricer Holdco S.C.A Class A8 P 0.00000 403,760 4
Tricer Holdco S.C.A Class A9 P 0.00000 403,760 4
ALGOMA STEEL SCA 0.00000 151,792 2
Lch Ois Sofr3.75% Mac 09/18/26 0.09982 13,755,000 13,695,640
Lch Ois Sofrv3.75% Mac 9/18/34 0.03775 5,116,000 5,179,029
Caliber Coll Tm B 1ln 01/31 0.01694 3,680,000 2,323,657
Futures Cash Collateral 0.01487 2,040,848 2,040,848
Gscm Swap Pay 3.3525 02/03/25 0.00471 19,700,000 646,139
Gscm Swap Rec 3.3525 02/03/25 0.00246 19,700,000 337,058
Cad 8/21/2024 Forward Cc 0.00006 12,000 8,697
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